-1.3%
EIX vs DBX
+21.2%
-22.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.9% | +7.4% | +4.6% |
| 7D | +0.9% | -1.3% | +2.2% | +0.9% |
| 30D | -13.5% | -2.9% | -10.7% | -13.5% |
| 3M | -15.3% | +23.8% | -39.1% | -15.7% |
| 6M | -15.3% | +26.2% | -41.5% | -15.9% |
| YTD | +2.7% | +21.6% | -18.9% | +2.3% |
| 1Y | +17.4% | +11.4% | +6.0% | +17.7% |
| 3Y | -1.3% | +21.3% | -22.6% | -6.3% |
| All | -1.3% | +21.2% | -22.5% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling