+417.3%
DE vs DBX
+22.6%
+394.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -2.6% | +2.1% | -4.7% | -3.0% |
| 30D | +9.0% | +5.7% | +3.3% | +7.7% |
| 3M | +19.1% | +31.8% | -12.7% | +12.2% |
| 6M | +14.4% | +37.5% | -23.1% | +5.8% |
| YTD | +45.9% | +27.9% | +18.0% | +37.0% |
| 1Y | +43.6% | +15.0% | +28.6% | +37.5% |
| 3Y | +75.9% | +27.2% | +48.7% | +61.0% |
| 5Y | +98.8% | +12.8% | +86.0% | +82.5% |
| All | +417.3% | +22.6% | +394.6% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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