+81.5%
VRSK vs DBX
+22.6%
+58.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -2.9% | +31.8% | -34.7% | -8.8% |
| 6M | -12.8% | +37.5% | -50.3% | -19.2% |
| YTD | -20.8% | +27.9% | -48.7% | -25.5% |
| 1Y | -33.2% | +15.0% | -48.3% | -35.9% |
| 3Y | -26.6% | +27.2% | -53.8% | -32.7% |
| 5Y | -11.3% | +12.8% | -24.1% | -18.8% |
| All | +81.5% | +22.6% | +58.9% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling