+18.3%
DBX vs EXEL
+59.2%
-40.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -2.4% | +8.4% | -10.8% | -2.8% |
| 30D | -0.5% | +4.1% | -4.6% | -0.7% |
| 3M | +28.1% | +12.4% | +15.6% | +27.2% |
| 6M | +33.1% | +41.5% | -8.5% | +30.0% |
| YTD | +25.3% | +34.6% | -9.3% | +22.7% |
| 1Y | +18.3% | +57.9% | -39.5% | +17.3% |
| All | +18.3% | +59.2% | -40.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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