+21.5%
DBX vs EXEL
+146.5%
-125.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | 0.0% | +10.1% | -10.1% | -2.3% |
| 3M | +26.1% | +10.1% | +16.0% | +23.0% |
| 6M | +29.4% | +37.7% | -8.3% | +19.1% |
| YTD | +24.4% | +33.1% | -8.7% | +15.2% |
| 1Y | +10.9% | +52.4% | -41.5% | -1.3% |
| 3Y | +24.1% | +163.8% | -139.7% | -8.5% |
| 5Y | +7.8% | +198.5% | -190.8% | -25.0% |
| All | +21.5% | +146.5% | -125.1% | -20.1% |
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