+10.9%
DBX vs ESI
+38.0%
-27.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.2% |
| 7D | +0.3% | +3.9% | -3.7% | +0.6% |
| 30D | 0.0% | -3.8% | +3.8% | -0.3% |
| 3M | +26.1% | -13.1% | +39.2% | +24.3% |
| 6M | +29.4% | +11.3% | +18.0% | +26.3% |
| YTD | +24.4% | +44.1% | -19.7% | +15.6% |
| 1Y | +10.9% | +40.3% | -29.5% | +2.6% |
| All | +10.9% | +38.0% | -27.2% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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