-68.3%
U vs DBX
+8.9%
-77.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -2.7% |
| 7D | +4.4% | +0.3% | +4.1% | +3.9% |
| 30D | -1.3% | 0.0% | -1.3% | -2.2% |
| 3M | +49.6% | +26.1% | +23.5% | +17.1% |
| 6M | +100.2% | +29.4% | +70.8% | +48.3% |
| YTD | -3.7% | +24.4% | -28.1% | -24.9% |
| 1Y | -6.5% | +10.9% | -17.4% | -19.1% |
| 3Y | +12.9% | +24.1% | -11.2% | -26.3% |
| 5Y | -68.3% | +7.8% | -76.0% | -77.4% |
| All | -68.3% | +8.9% | -77.2% | -77.4% |
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