+174.9%
EMR vs DBX
+22.6%
+152.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.9% |
| 30D | -6.8% | +5.7% | -12.5% | -8.1% |
| 3M | +7.5% | +31.8% | -24.3% | +0.3% |
| 6M | +9.9% | +37.5% | -27.6% | +0.4% |
| YTD | +16.0% | +27.9% | -11.9% | +7.8% |
| 1Y | +12.4% | +15.0% | -2.6% | +7.0% |
| 3Y | +60.2% | +27.2% | +33.1% | +45.2% |
| 5Y | +67.9% | +12.8% | +55.1% | +52.7% |
| All | +174.9% | +22.6% | +152.2% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling