+262.0%
TER vs DBX
+26.9%
+235.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +5.5% |
| 7D | +0.6% | -2.4% | +3.1% | +0.7% |
| 30D | -8.3% | -0.5% | -7.8% | -8.3% |
| 3M | -12.2% | +28.1% | -40.3% | -13.4% |
| 6M | +17.1% | +33.1% | -16.0% | +13.8% |
| YTD | +84.7% | +25.3% | +59.4% | +82.3% |
| 1Y | +199.9% | +18.3% | +181.6% | +199.4% |
| All | +262.0% | +26.9% | +235.1% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling