+17.7%
DBX vs EXEL
+195.2%
-177.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -6.3% | +1.6% | -7.9% | -6.7% |
| 30D | -5.9% | +17.4% | -23.2% | -9.4% |
| 3M | -0.4% | +38.6% | -39.0% | -7.8% |
| 6M | +29.8% | +41.2% | -11.4% | +19.2% |
| YTD | +20.5% | +59.3% | -38.8% | +6.9% |
| 1Y | +8.7% | +60.2% | -51.6% | -3.9% |
| 3Y | +25.9% | +232.6% | -206.6% | -12.0% |
| 5Y | +24.2% | +285.9% | -261.7% | -18.5% |
| All | +17.7% | +195.2% | -177.5% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling