-26.6%
VRSK vs DBX
+27.0%
-53.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -5.2% | +2.1% | -7.3% | -5.6% |
| 30D | -2.3% | +5.7% | -8.1% | -3.5% |
| 3M | -2.9% | +31.8% | -34.7% | -8.1% |
| 6M | -12.8% | +37.5% | -50.3% | -18.4% |
| YTD | -20.8% | +27.9% | -48.7% | -25.1% |
| 1Y | -33.2% | +15.0% | -48.3% | -36.1% |
| 3Y | -26.6% | +27.2% | -53.8% | -33.6% |
| All | -26.6% | +27.0% | -53.6% | -33.6% |
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