+13.8%
DBX vs EXPD
+234.0%
-220.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -7.3% | -7.4% | +0.1% | -4.3% |
| 30D | -5.7% | -2.1% | -3.6% | -5.1% |
| 3M | -6.3% | +5.7% | -12.0% | -8.9% |
| 6M | +12.1% | +21.4% | -9.3% | +2.3% |
| YTD | +16.5% | +27.6% | -11.1% | +2.8% |
| 1Y | +6.1% | +36.1% | -30.1% | -9.5% |
| 3Y | +21.8% | +69.9% | -48.1% | -9.3% |
| 5Y | +19.1% | +59.7% | -40.6% | -10.7% |
| All | +13.8% | +234.0% | -220.2% | -52.4% |
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