+421.1%
DE vs DBX
+16.6%
+404.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | +9.6% | -2.9% | +12.5% | +10.1% |
| 3M | +19.0% | +23.8% | -4.9% | +13.4% |
| 6M | +16.1% | +26.2% | -10.1% | +9.3% |
| YTD | +47.0% | +21.6% | +25.4% | +39.4% |
| 1Y | +43.1% | +11.4% | +31.7% | +37.8% |
| 3Y | +77.5% | +21.3% | +56.2% | +63.9% |
| 5Y | +96.4% | +6.7% | +89.7% | +82.3% |
| All | +421.1% | +16.6% | +404.5% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling