+22.3%
DBX vs EXEL
+149.4%
-127.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -2.4% | +8.4% | -10.8% | -4.2% |
| 30D | -0.5% | +4.1% | -4.6% | -1.6% |
| 3M | +28.1% | +12.4% | +15.6% | +24.3% |
| 6M | +33.1% | +41.5% | -8.5% | +21.7% |
| YTD | +25.3% | +34.6% | -9.3% | +15.7% |
| 1Y | +18.3% | +57.9% | -39.5% | +4.5% |
| 3Y | +25.0% | +159.5% | -134.5% | -7.3% |
| 5Y | +7.5% | +198.5% | -190.9% | -25.2% |
| All | +22.3% | +149.4% | -127.1% | -19.8% |
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