+201.6%
EMR vs DBX
+15.6%
+185.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +2.8% | -3.3% | +6.1% | +3.5% |
| 30D | +3.7% | -5.9% | +9.5% | +4.9% |
| 3M | +2.0% | -6.7% | +8.7% | +3.0% |
| 6M | +22.1% | +28.0% | -5.9% | +13.7% |
| YTD | +27.2% | +20.6% | +6.6% | +19.3% |
| 1Y | +32.0% | +10.3% | +21.7% | +26.4% |
| 3Y | +103.3% | +24.0% | +79.2% | +84.2% |
| 5Y | +88.2% | +24.2% | +64.0% | +66.9% |
| All | +201.6% | +15.6% | +185.9% | +135.8% |
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