+16.4%
DBX vs ESI
+276.2%
-259.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.0% | -1.6% | +1.3% |
| 7D | -8.1% | +1.8% | -10.0% | -8.8% |
| 30D | -4.9% | -6.6% | +1.7% | -3.7% |
| 3M | -2.7% | -9.4% | +6.7% | -1.2% |
| 6M | +25.2% | -24.1% | +49.3% | +31.5% |
| YTD | +19.3% | +37.1% | -17.9% | -0.1% |
| 1Y | +6.6% | +24.5% | -17.9% | -7.9% |
| 3Y | +24.6% | +83.2% | -58.5% | -9.9% |
| 5Y | +23.5% | +44.0% | -20.4% | -4.3% |
| All | +16.4% | +276.2% | -259.8% | -38.6% |
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 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