+2.7%
ECL vs DBX
+20.4%
-17.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | -2.6% | -2.4% | -0.2% | -2.6% |
| 30D | -2.2% | -0.5% | -1.7% | -2.2% |
| 3M | +10.1% | +28.1% | -17.9% | +10.8% |
| 6M | -5.7% | +33.1% | -38.8% | -4.2% |
| YTD | +7.0% | +25.3% | -18.3% | +9.4% |
| 1Y | +2.7% | +18.3% | -15.7% | +5.2% |
| All | +2.7% | +20.4% | -17.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling