+714.8%
TER vs DBX
+20.1%
+694.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.3% |
| 7D | +0.6% | -2.4% | +3.1% | +1.4% |
| 30D | -8.3% | -0.5% | -7.8% | -8.5% |
| 3M | -12.2% | +28.1% | -40.3% | -20.8% |
| 6M | +17.1% | +33.1% | -16.0% | +1.7% |
| YTD | +84.7% | +25.3% | +59.4% | +63.6% |
| 1Y | +199.9% | +18.3% | +181.6% | +169.5% |
| 3Y | +232.8% | +25.0% | +207.7% | +182.1% |
| 5Y | +198.6% | +7.5% | +191.0% | +161.2% |
| All | +714.8% | +20.1% | +694.7% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling