+29.2%
TPR vs DBX
+7.4%
+21.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.4% |
| 7D | -1.1% | -6.3% | +5.1% | -1.7% |
| 30D | +15.1% | -5.9% | +21.0% | +14.5% |
| 3M | -13.4% | -0.4% | -13.0% | -13.1% |
| 6M | +1.4% | +29.8% | -28.5% | +2.7% |
| YTD | +4.8% | +20.5% | -15.8% | +7.7% |
| 1Y | +29.2% | +8.7% | +20.5% | +35.9% |
| All | +29.2% | +7.4% | +21.8% | +35.9% |
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