-62.3%
W vs DBX
+8.9%
-71.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.2% | -1.8% |
| 7D | +5.9% | +0.3% | +5.6% | +5.4% |
| 30D | -3.0% | 0.0% | -3.0% | -4.0% |
| 3M | +40.3% | +26.1% | +14.2% | +12.9% |
| 6M | +32.2% | +29.4% | +2.9% | -0.2% |
| YTD | -0.3% | +24.4% | -24.7% | -22.0% |
| 1Y | +16.2% | +10.9% | +5.3% | +0.3% |
| 3Y | +40.7% | +24.1% | +16.6% | -5.5% |
| 5Y | -62.3% | +7.8% | -70.1% | -75.6% |
| All | -62.3% | +8.9% | -71.2% | -75.6% |
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 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