+26.1%
DBX vs EXPD
+68.7%
-42.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.1% |
| 30D | -0.5% | +4.1% | -4.6% | -1.6% |
| 3M | +28.1% | +17.9% | +10.1% | +22.4% |
| 6M | +33.1% | +29.2% | +3.9% | +24.2% |
| YTD | +25.3% | +27.4% | -2.1% | +16.8% |
| 1Y | +18.3% | +56.8% | -38.5% | +3.9% |
| All | +26.1% | +68.7% | -42.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling