+13.8%
DBX vs EL
-12.7%
+26.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -7.3% | +7.6% | -15.0% | -9.2% |
| 30D | -5.7% | +15.7% | -21.4% | -9.4% |
| 3M | -6.3% | +30.5% | -36.9% | -13.5% |
| 6M | +12.1% | +32.5% | -20.4% | +2.5% |
| YTD | +16.5% | +9.4% | +7.1% | +10.6% |
| 1Y | +6.1% | +28.4% | -22.3% | -4.3% |
| 3Y | +21.8% | +4.4% | +17.3% | +8.2% |
| 5Y | +19.1% | -64.5% | +83.6% | +62.0% |
| All | +13.8% | -12.7% | +26.4% | -4.2% |
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 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