+10.9%
DBX vs EXEL
+54.7%
-43.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.2% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | 0.0% | +10.1% | -10.1% | -0.5% |
| 3M | +26.1% | +10.1% | +16.0% | +25.5% |
| 6M | +29.4% | +37.7% | -8.3% | +26.8% |
| YTD | +24.4% | +33.1% | -8.7% | +22.1% |
| 1Y | +10.9% | +52.4% | -41.5% | +8.4% |
| All | +10.9% | +54.7% | -43.8% | +8.4% |
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