+103.4%
EMR vs DBX
+25.2%
+78.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -2.0% | -8.1% | +6.2% | -1.1% |
| 30D | +2.8% | -4.9% | +7.7% | +3.3% |
| 3M | +2.0% | -2.7% | +4.7% | +1.9% |
| 6M | +20.7% | +25.2% | -4.5% | +16.0% |
| YTD | +27.3% | +19.3% | +8.0% | +23.3% |
| 1Y | +31.0% | +6.6% | +24.4% | +30.3% |
| All | +103.4% | +25.2% | +78.2% | +84.9% |
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