+219.1%
TER vs DBX
+7.2%
+211.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +5.0% |
| 7D | +11.0% | -1.3% | +12.3% | +11.2% |
| 30D | -1.9% | -2.9% | +1.0% | -1.4% |
| 3M | -0.7% | +23.8% | -24.5% | -8.9% |
| 6M | +36.4% | +26.2% | +10.2% | +21.4% |
| YTD | +92.4% | +21.6% | +70.8% | +73.3% |
| 1Y | +213.5% | +11.4% | +202.1% | +191.7% |
| 3Y | +277.2% | +21.3% | +256.0% | +214.8% |
| 5Y | +219.1% | +6.7% | +212.5% | +161.3% |
| All | +219.1% | +7.2% | +211.9% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling