+96.6%
USB vs DBX
+39.0%
+57.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.4% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +6.6% | +5.0% | +1.5% | +5.7% |
| 3M | -4.1% | +4.6% | -8.7% | -5.0% |
| 6M | +12.5% | +43.9% | -31.5% | +4.8% |
| YTD | +17.6% | +29.9% | -12.2% | +11.8% |
| 1Y | +36.5% | +24.6% | +11.9% | +30.5% |
| All | +96.6% | +39.0% | +57.7% | +76.1% |
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 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