+60.2%
XYZ vs DBX
+20.1%
+40.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.0% |
| 7D | -1.0% | -2.4% | +1.5% | +0.8% |
| 30D | -1.7% | -0.5% | -1.2% | -1.4% |
| 3M | +16.7% | +28.1% | -11.3% | -2.7% |
| 6M | +26.9% | +33.1% | -6.2% | +0.8% |
| YTD | +27.1% | +25.3% | +1.9% | +5.7% |
| 1Y | +9.3% | +18.3% | -9.1% | -7.1% |
| 3Y | +42.3% | +25.0% | +17.3% | +12.9% |
| 5Y | -69.3% | +7.5% | -76.9% | -72.9% |
| All | +60.2% | +20.1% | +40.1% | +12.6% |
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 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