+238.8%
EQX vs DBX
+78.2%
+160.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.2% | +2.1% | -5.3% | -3.5% |
| 30D | +7.8% | +5.7% | +2.0% | +6.7% |
| 3M | +21.3% | +31.8% | -10.5% | +15.7% |
| 6M | -22.4% | +37.5% | -59.9% | -27.2% |
| YTD | -11.3% | +27.9% | -39.2% | -15.7% |
| 1Y | +13.5% | +15.0% | -1.5% | +9.8% |
| 3Y | +162.1% | +27.2% | +135.0% | +142.6% |
| 5Y | +84.2% | +12.8% | +71.4% | +67.0% |
| All | +238.8% | +78.2% | +160.7% | +226.6% |
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