+26.0%
DBX vs EXEL
+281.2%
-255.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -3.3% | -0.8% | -2.4% | -3.2% |
| 30D | -5.9% | +13.1% | -19.0% | -7.9% |
| 3M | -6.7% | +36.3% | -43.0% | -11.6% |
| 6M | +28.0% | +34.5% | -6.6% | +21.2% |
| YTD | +20.6% | +57.4% | -36.8% | +10.6% |
| 1Y | +10.3% | +62.9% | -52.6% | +0.4% |
| 3Y | +24.0% | +229.5% | -205.5% | -10.1% |
| All | +26.0% | +281.2% | -255.2% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling