+77.2%
EEM vs DBX
+16.6%
+60.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | +4.9% | -2.9% | +7.7% | +5.3% |
| 3M | +5.2% | +23.8% | -18.6% | +0.5% |
| 6M | +20.7% | +26.2% | -5.5% | +14.1% |
| YTD | +26.5% | +21.6% | +4.8% | +20.3% |
| 1Y | +37.8% | +11.4% | +26.4% | +33.1% |
| 3Y | +91.0% | +21.3% | +69.7% | +76.7% |
| 5Y | +47.0% | +6.7% | +40.4% | +36.5% |
| All | +77.2% | +16.6% | +60.6% | +43.8% |
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