+40.1%
ECL vs DBX
+20.7%
+19.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.1% |
| 7D | -2.3% | -8.1% | +5.9% | -0.6% |
| 30D | +8.3% | -4.9% | +13.2% | +9.3% |
| 3M | +8.4% | -2.7% | +11.1% | +8.5% |
| 6M | +23.3% | +25.2% | -1.9% | +16.2% |
| YTD | +18.2% | +19.3% | -1.1% | +12.1% |
| 1Y | +18.8% | +6.6% | +12.2% | +15.9% |
| 3Y | +78.5% | +24.6% | +53.9% | +57.7% |
| 5Y | +40.1% | +23.5% | +16.6% | +17.1% |
| All | +40.1% | +20.7% | +19.4% | +17.1% |
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