+958.6%
EME vs DBX
+16.6%
+942.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.1% |
| 7D | +5.2% | -1.3% | +6.5% | +5.4% |
| 30D | -5.4% | -2.9% | -2.5% | -5.0% |
| 3M | -6.1% | +23.8% | -29.9% | -10.8% |
| 6M | +9.7% | +26.2% | -16.5% | +2.9% |
| YTD | +26.6% | +21.6% | +5.0% | +19.5% |
| 1Y | +24.6% | +11.4% | +13.2% | +19.6% |
| 3Y | +249.6% | +21.3% | +228.3% | +222.7% |
| 5Y | +556.6% | +6.7% | +549.9% | +508.5% |
| All | +958.6% | +16.6% | +942.0% | +743.0% |
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