+6.7%
DBX vs EL
-67.4%
+74.1%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | -2.9% | +15.5% | -18.4% | -6.1% |
| 3M | +23.8% | +20.6% | +3.3% | +18.5% |
| 6M | +26.2% | +10.5% | +15.7% | +22.2% |
| YTD | +21.6% | -1.9% | +23.5% | +19.9% |
| 1Y | +11.4% | +16.1% | -4.6% | +4.9% |
| 3Y | +21.3% | -30.2% | +51.5% | +26.1% |
| 5Y | +6.7% | -67.4% | +74.0% | +52.2% |
| All | +6.7% | -67.4% | +74.1% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling