+15.5%
TSLA vs DBX
+24.0%
-8.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +8.9% | -3.3% | +12.2% | +10.5% |
| 30D | +6.3% | -5.9% | +12.1% | +9.0% |
| 3M | +14.8% | -6.7% | +21.5% | +17.3% |
| 6M | -12.4% | +28.0% | -40.3% | -26.7% |
| YTD | -13.2% | +20.6% | -33.8% | -26.2% |
| 1Y | -2.9% | +10.3% | -13.2% | -12.8% |
| 3Y | +74.4% | +24.0% | +50.4% | +32.8% |
| All | +15.5% | +24.0% | -8.5% | -16.0% |
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 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