+22.3%
DBX vs ESI
+297.9%
-275.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.4% | -3.3% |
| 7D | -2.4% | +3.3% | -5.8% | -3.4% |
| 30D | -0.5% | -5.9% | +5.4% | +1.1% |
| 3M | +28.1% | -14.1% | +42.1% | +31.4% |
| 6M | +33.1% | +6.6% | +26.5% | +24.8% |
| YTD | +25.3% | +45.0% | -19.7% | +4.5% |
| 1Y | +18.3% | +41.5% | -23.1% | -1.1% |
| 3Y | +25.0% | +78.8% | -53.7% | -7.4% |
| 5Y | +7.5% | +70.9% | -63.4% | -20.5% |
| All | +22.3% | +297.9% | -275.6% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling