+17.7%
DBX vs EXPD
+243.9%
-226.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.3% | +5.5% | -8.8% | -5.6% |
| 30D | -5.9% | -0.8% | -5.1% | -5.8% |
| 3M | -6.7% | +4.1% | -10.8% | -8.6% |
| 6M | +28.0% | +25.7% | +2.3% | +15.0% |
| YTD | +20.6% | +31.4% | -10.8% | +5.0% |
| 1Y | +10.3% | +42.2% | -31.9% | -7.7% |
| 3Y | +24.0% | +77.2% | -53.1% | -9.4% |
| 5Y | +24.2% | +61.0% | -36.8% | -6.9% |
| All | +17.7% | +243.9% | -226.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling