+23.5%
DBX vs EXPD
+62.8%
-39.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.5% | +1.3% |
| 7D | -8.1% | -1.6% | -6.6% | -7.7% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | -2.7% | +9.8% | -12.5% | -6.1% |
| 6M | +25.2% | +25.8% | -0.6% | +14.8% |
| YTD | +19.3% | +31.3% | -12.0% | +6.9% |
| 1Y | +6.6% | +40.9% | -34.3% | -7.2% |
| 3Y | +24.6% | +74.7% | -50.1% | -2.9% |
| 5Y | +23.5% | +62.9% | -39.4% | -8.6% |
| All | +23.5% | +62.8% | -39.3% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling