+21.5%
DBX vs EL
-24.0%
+45.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +3.1% |
| 7D | +0.3% | -2.4% | +2.6% | +0.8% |
| 30D | 0.0% | +13.7% | -13.7% | -3.8% |
| 3M | +26.1% | +14.5% | +11.6% | +20.8% |
| 6M | +29.4% | +7.4% | +22.0% | +25.0% |
| YTD | +24.4% | -4.7% | +29.1% | +22.9% |
| 1Y | +10.9% | +12.9% | -2.1% | +3.4% |
| 3Y | +24.1% | -32.2% | +56.3% | +28.3% |
| 5Y | +7.8% | -68.4% | +76.1% | +50.7% |
| All | +21.5% | -24.0% | +45.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling