+16.9%
TPR vs DBX
+20.4%
-3.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.5% |
| 7D | -2.7% | -2.4% | -0.2% | -2.8% |
| 30D | -23.3% | -0.5% | -22.8% | -22.9% |
| 3M | -12.8% | +28.1% | -40.9% | -13.0% |
| 6M | -21.7% | +33.1% | -54.8% | -21.3% |
| YTD | -3.9% | +25.3% | -29.2% | -2.3% |
| 1Y | +16.9% | +18.3% | -1.4% | +18.8% |
| All | +16.9% | +20.4% | -3.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling