+3.2%
ENB vs DBX
+12.7%
-9.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.2% | -3.8% |
| 7D | -4.6% | -1.8% | -2.7% | -4.6% |
| 30D | -5.2% | +2.8% | -8.1% | -5.0% |
| 3M | -13.4% | +26.8% | -40.2% | -12.3% |
| 6M | -7.8% | +32.8% | -40.6% | -6.1% |
| YTD | +4.9% | +26.1% | -21.2% | +7.0% |
| 1Y | +3.2% | +14.1% | -10.9% | +5.4% |
| All | +3.2% | +12.7% | -9.5% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling