+47.1%
W vs DBX
+20.1%
+27.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +4.2% |
| 7D | -4.2% | -2.4% | -1.7% | -2.5% |
| 30D | -7.6% | -0.5% | -7.1% | -7.8% |
| 3M | +37.2% | +28.1% | +9.1% | +14.5% |
| 6M | +26.3% | +33.1% | -6.8% | -0.3% |
| YTD | -1.0% | +25.3% | -26.3% | -18.4% |
| 1Y | +20.1% | +18.3% | +1.7% | +2.1% |
| 3Y | +37.8% | +25.0% | +12.8% | +7.2% |
| 5Y | -63.7% | +7.5% | -71.2% | -68.2% |
| All | +47.1% | +20.1% | +27.0% | -0.2% |
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