+396.0%
TPR vs DBX
+26.6%
+369.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | +15.1% | -5.9% | +21.0% | +15.9% |
| 3M | +3.5% | -6.7% | +10.2% | +4.2% |
| 6M | +0.4% | +28.0% | -27.5% | -4.9% |
| YTD | +4.6% | +20.6% | -16.0% | 0.0% |
| 1Y | +33.1% | +10.3% | +22.8% | +30.2% |
| 3Y | +396.0% | +24.0% | +371.9% | +337.4% |
| All | +396.0% | +26.6% | +369.4% | +337.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling