+22.3%
DBX vs EL
-20.0%
+42.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.2% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -0.5% | +19.8% | -20.3% | -5.6% |
| 3M | +28.1% | +25.7% | +2.3% | +19.7% |
| 6M | +33.1% | +5.4% | +27.6% | +29.3% |
| YTD | +25.3% | +0.2% | +25.1% | +22.1% |
| 1Y | +18.3% | +20.4% | -2.1% | +8.4% |
| 3Y | +25.0% | -32.1% | +57.2% | +30.3% |
| 5Y | +7.5% | -67.2% | +74.7% | +49.2% |
| All | +22.3% | -20.0% | +42.3% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling