+62.6%
XYZ vs DBX
+26.6%
+36.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.8% |
| 7D | -1.1% | -3.3% | +2.2% | +0.4% |
| 30D | +11.5% | -5.9% | +17.4% | +14.9% |
| 3M | +1.8% | -6.7% | +8.5% | +4.7% |
| 6M | +21.2% | +28.0% | -6.8% | +3.4% |
| YTD | +29.9% | +20.6% | +9.3% | +13.8% |
| 1Y | +35.8% | +10.3% | +25.5% | +24.9% |
| 3Y | +62.6% | +24.0% | +38.5% | +42.0% |
| All | +62.6% | +26.6% | +36.0% | +42.0% |
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