+22.7%
DBX vs EXEL
+238.6%
-215.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | -8.1% | -2.8% | -5.3% | -8.0% |
| 30D | -4.9% | +18.2% | -23.1% | -6.0% |
| 3M | -2.7% | +37.7% | -40.4% | -4.9% |
| 6M | +25.2% | +42.2% | -17.0% | +22.0% |
| YTD | +19.3% | +61.3% | -42.0% | +14.8% |
| 1Y | +6.6% | +64.5% | -57.9% | +2.5% |
| All | +22.7% | +238.6% | -215.9% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling