+240.4%
TPR vs DBX
+7.0%
+233.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.5% |
| 30D | -23.0% | -0.5% | -22.5% | -23.4% |
| 3M | -12.5% | +28.1% | -40.5% | -21.0% |
| 6M | -21.4% | +33.1% | -54.5% | -31.3% |
| YTD | -3.5% | +25.3% | -28.8% | -13.7% |
| 1Y | +17.4% | +18.3% | -1.0% | +6.9% |
| 3Y | +291.3% | +25.0% | +266.2% | +225.1% |
| All | +240.4% | +7.0% | +233.4% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling