+72.2%
EQX vs DBX
+11.7%
+60.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.4% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | +7.8% | +5.7% | +2.0% | +6.5% |
| 3M | +21.3% | +31.8% | -10.5% | +14.3% |
| 6M | -22.4% | +37.5% | -59.9% | -28.4% |
| YTD | -11.3% | +27.9% | -39.2% | -16.7% |
| 1Y | +13.5% | +15.0% | -1.5% | +9.3% |
| 3Y | +162.1% | +27.2% | +135.0% | +133.3% |
| All | +72.2% | +11.7% | +60.5% | +30.0% |
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