+21.8%
DBX vs ESI
+78.7%
-56.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -7.3% | -6.6% | -0.7% | -6.9% |
| 30D | -5.7% | -9.8% | +4.1% | -5.1% |
| 3M | -6.3% | -11.9% | +5.6% | -5.6% |
| 6M | +12.1% | -25.1% | +37.2% | +14.1% |
| YTD | +16.5% | +31.9% | -15.4% | +3.2% |
| 1Y | +6.1% | +19.2% | -13.1% | -3.8% |
| 3Y | +21.8% | +76.2% | -54.4% | -3.6% |
| All | +21.8% | +78.7% | -56.9% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling