+35.3%
W vs DBX
+23.5%
+11.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -1.0% |
| 7D | +5.9% | +0.3% | +5.6% | +5.6% |
| 30D | -3.0% | 0.0% | -3.0% | -3.5% |
| 3M | +40.3% | +26.1% | +14.2% | +24.7% |
| 6M | +32.2% | +29.4% | +2.9% | +14.4% |
| YTD | -0.3% | +24.4% | -24.7% | -11.9% |
| 1Y | +16.2% | +10.9% | +5.3% | +9.1% |
| All | +35.3% | +23.5% | +11.8% | +6.1% |
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