+194.4%
TPR vs DBX
+20.1%
+174.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -23.0% | -0.5% | -22.5% | -23.4% |
| 3M | -12.5% | +28.1% | -40.5% | -20.2% |
| 6M | -21.4% | +33.1% | -54.5% | -30.3% |
| YTD | -3.5% | +25.3% | -28.8% | -12.8% |
| 1Y | +17.4% | +18.3% | -1.0% | +7.7% |
| 3Y | +291.3% | +25.0% | +266.2% | +239.6% |
| 5Y | +241.9% | +7.5% | +234.4% | +202.1% |
| All | +194.4% | +20.1% | +174.3% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling