+16.4%
DBX vs EXEL
+198.8%
-182.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | -8.1% | -2.8% | -5.3% | -7.6% |
| 30D | -4.9% | +18.2% | -23.1% | -8.6% |
| 3M | -2.7% | +37.7% | -40.4% | -9.8% |
| 6M | +25.2% | +42.2% | -17.0% | +14.7% |
| YTD | +19.3% | +61.3% | -42.0% | +5.5% |
| 1Y | +6.6% | +64.5% | -57.9% | -6.3% |
| 3Y | +24.6% | +236.7% | -212.1% | -13.2% |
| 5Y | +23.5% | +296.3% | -272.8% | -19.5% |
| All | +16.4% | +198.8% | -182.4% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling