+56.8%
EEM vs DBX
+15.6%
+41.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +2.7% | -3.3% | +5.9% | +3.2% |
| 30D | -5.4% | -5.9% | +0.5% | -4.5% |
| 3M | -8.6% | -6.7% | -2.0% | -7.9% |
| 6M | -8.9% | +28.0% | -36.9% | -14.1% |
| YTD | +11.9% | +20.6% | -8.7% | +6.2% |
| 1Y | +13.1% | +10.3% | +2.8% | +9.2% |
| 3Y | +70.7% | +24.0% | +46.6% | +56.5% |
| 5Y | +31.8% | +24.2% | +7.5% | +18.5% |
| All | +56.8% | +15.6% | +41.2% | +27.0% |
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