+26.8%
TPR vs DBX
+11.1%
+15.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.3% |
| 7D | +14.2% | -4.4% | +18.6% | +13.7% |
| 30D | +17.1% | +4.8% | +12.3% | +17.6% |
| 3M | -17.7% | +0.3% | -18.1% | -17.2% |
| 6M | -10.2% | +40.4% | -50.6% | -7.8% |
| YTD | +4.9% | +24.7% | -19.8% | +7.7% |
| All | +26.8% | +11.1% | +15.7% | +29.0% |
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 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