+34.5%
DBX vs EXPD
+68.8%
-34.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.5% |
| 7D | -4.4% | -7.2% | +2.8% | -2.6% |
| 30D | +4.8% | -3.3% | +8.0% | +5.6% |
| 3M | +0.3% | +3.4% | -3.0% | -0.7% |
| 6M | +40.4% | +22.7% | +17.7% | +32.9% |
| YTD | +24.7% | +24.5% | +0.1% | +17.0% |
| 1Y | +20.9% | +38.6% | -17.8% | +10.1% |
| 3Y | +34.5% | +71.5% | -37.0% | +17.9% |
| All | +34.5% | +68.8% | -34.3% | +17.9% |
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