+58.6%
ELF vs DBX
+9.0%
+49.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +1.6% | -3.3% | +4.8% | +1.9% |
| 30D | +9.1% | -5.9% | +15.0% | +9.8% |
| 3M | +28.2% | -6.7% | +34.8% | +28.9% |
| 6M | +119.5% | +28.0% | +91.6% | +107.7% |
| YTD | +55.2% | +20.6% | +34.5% | +48.1% |
| 1Y | +58.6% | +10.3% | +48.3% | +52.4% |
| All | +58.6% | +9.0% | +49.6% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling