+25.6%
DBX vs EXPD
+233.4%
-207.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.5% | +1.0% |
| 7D | -1.5% | -4.8% | +3.3% | +0.5% |
| 30D | +6.0% | -1.5% | +7.5% | +6.6% |
| 3M | +2.2% | +4.1% | -1.9% | +0.1% |
| 6M | +40.7% | +24.0% | +16.7% | +27.5% |
| YTD | +28.6% | +27.4% | +1.2% | +13.6% |
| 1Y | +22.8% | +38.4% | -15.6% | +4.1% |
| 3Y | +37.5% | +73.2% | -35.7% | +1.4% |
| 5Y | +28.6% | +59.9% | -31.3% | -3.6% |
| All | +25.6% | +233.4% | -207.9% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling