+24.6%
DBX vs ESTC
+1.6%
+23.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.5% |
| 7D | -1.1% | -15.9% | +14.7% | +3.2% |
| 30D | +5.0% | -5.5% | +10.5% | +6.3% |
| 3M | +4.6% | +26.2% | -21.6% | -2.7% |
| 6M | +43.9% | +77.0% | -33.1% | +23.9% |
| YTD | +29.9% | +18.9% | +11.0% | +12.2% |
| 1Y | +24.6% | +1.3% | +23.3% | +8.4% |
| All | +24.6% | +1.6% | +23.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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