-56.8%
W vs DBX
+24.0%
-80.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -3.5% |
| 7D | -1.7% | -6.3% | +4.6% | +3.4% |
| 30D | +3.2% | -5.9% | +9.1% | +8.4% |
| 3M | +8.3% | -0.4% | +8.7% | +6.2% |
| 6M | +84.3% | +29.8% | +54.5% | +39.8% |
| YTD | +11.0% | +20.5% | -9.5% | -12.4% |
| 1Y | -0.2% | +8.7% | -8.9% | -13.1% |
| 3Y | +157.9% | +25.9% | +132.0% | +59.9% |
| 5Y | -56.8% | +24.2% | -80.9% | -74.8% |
| All | -56.8% | +24.0% | -80.8% | -74.8% |
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