+22.3%
DBX vs EAT
+611.5%
-589.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -2.4% | 0.0% | -2.5% | -2.5% |
| 30D | -0.5% | +1.9% | -2.4% | -1.1% |
| 3M | +28.1% | +68.7% | -40.6% | +16.9% |
| 6M | +33.1% | +66.9% | -33.8% | +20.4% |
| YTD | +25.3% | +60.4% | -35.1% | +13.8% |
| 1Y | +18.3% | +44.0% | -25.6% | +8.9% |
| 3Y | +25.0% | +604.7% | -579.7% | -16.6% |
| 5Y | +7.5% | +347.0% | -339.5% | -25.2% |
| All | +22.3% | +611.5% | -589.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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