+65.8%
EMR vs DBX
+8.9%
+57.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.7% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | -5.0% | 0.0% | -5.0% | -5.1% |
| 3M | +5.9% | +26.1% | -20.2% | +0.3% |
| 6M | +7.3% | +29.4% | -22.0% | +0.2% |
| YTD | +14.6% | +24.4% | -9.9% | +7.9% |
| 1Y | +15.6% | +10.9% | +4.8% | +12.0% |
| 3Y | +60.2% | +24.1% | +36.1% | +45.6% |
| 5Y | +65.8% | +7.8% | +58.1% | +45.5% |
| All | +65.8% | +8.9% | +57.0% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling