+13.5%
U vs DBX
+21.2%
-7.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +4.3% |
| 7D | +4.5% | -1.3% | +5.8% | +5.2% |
| 30D | -0.6% | -2.9% | +2.3% | +0.7% |
| 3M | +48.4% | +23.8% | +24.6% | +29.4% |
| 6M | +115.4% | +26.2% | +89.2% | +83.6% |
| YTD | -3.2% | +21.6% | -24.8% | -15.2% |
| 1Y | -6.0% | +11.4% | -17.5% | -13.8% |
| 3Y | +13.5% | +21.3% | -7.8% | -17.6% |
| All | +13.5% | +21.2% | -7.7% | -17.6% |
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