+23.2%
DBX vs ESTC
-48.9%
+72.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.6% |
| 7D | -4.4% | -11.5% | +7.1% | -1.4% |
| 30D | +4.8% | -7.5% | +12.3% | +6.6% |
| 3M | +0.3% | +23.1% | -22.7% | -6.0% |
| 6M | +40.4% | +75.3% | -34.9% | +20.0% |
| YTD | +24.7% | +14.1% | +10.6% | +17.1% |
| 1Y | +20.9% | -0.6% | +21.5% | +16.7% |
| 3Y | +34.5% | +20.8% | +13.7% | +13.4% |
| All | +23.2% | -48.9% | +72.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling