+10.9%
DBX vs EL
+12.1%
-1.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.7% |
| 7D | +0.3% | -2.4% | +2.6% | +0.5% |
| 30D | 0.0% | +13.7% | -13.7% | -1.7% |
| 3M | +26.1% | +14.5% | +11.6% | +23.7% |
| 6M | +29.4% | +7.4% | +22.0% | +27.1% |
| YTD | +24.4% | -4.7% | +29.1% | +23.4% |
| 1Y | +10.9% | +12.9% | -2.1% | +5.0% |
| All | +10.9% | +12.1% | -1.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling