+99.4%
DE vs DBX
+8.4%
+91.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.1% |
| 30D | +9.7% | +2.8% | +6.9% | +9.1% |
| 3M | +21.4% | +26.8% | -5.4% | +16.7% |
| 6M | +15.0% | +32.8% | -17.8% | +9.1% |
| YTD | +46.4% | +26.1% | +20.3% | +40.2% |
| 1Y | +45.6% | +14.1% | +31.5% | +42.0% |
| 3Y | +76.8% | +25.7% | +51.1% | +64.5% |
| 5Y | +99.4% | +11.2% | +88.2% | +80.5% |
| All | +99.4% | +8.4% | +91.0% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling