+33.5%
EIX vs DBX
+20.1%
+13.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.0% |
| 7D | -19.1% | -2.4% | -16.7% | -18.9% |
| 30D | -16.9% | -0.5% | -16.4% | -16.9% |
| 3M | -20.0% | +28.1% | -48.1% | -21.7% |
| 6M | -21.3% | +33.1% | -54.4% | -23.5% |
| YTD | -1.7% | +25.3% | -27.0% | -4.0% |
| 1Y | +9.6% | +18.3% | -8.8% | +7.5% |
| 3Y | -3.7% | +25.0% | -28.7% | -7.1% |
| 5Y | +22.6% | +7.5% | +15.1% | +18.2% |
| All | +33.5% | +20.1% | +13.4% | +19.5% |
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