+13.8%
DBX vs EAT
+503.1%
-489.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | +0.1% |
| 7D | -7.3% | -5.9% | -1.4% | -6.4% |
| 30D | -5.7% | +0.7% | -6.4% | -6.0% |
| 3M | -6.3% | -14.2% | +7.9% | -4.7% |
| 6M | +12.1% | +40.7% | -28.6% | +4.7% |
| YTD | +16.5% | +36.0% | -19.4% | +8.2% |
| 1Y | +6.1% | +83.1% | -77.0% | -6.9% |
| 3Y | +21.8% | +474.8% | -453.1% | -16.1% |
| 5Y | +19.1% | +347.6% | -328.5% | -17.2% |
| All | +13.8% | +503.1% | -489.4% | -33.1% |
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