+233.4%
EQX vs DBX
+75.6%
+157.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.3% |
| 7D | -7.0% | -1.8% | -5.2% | -6.8% |
| 30D | +4.8% | +2.8% | +2.0% | +4.3% |
| 3M | +25.6% | +26.8% | -1.1% | +20.5% |
| 6M | -25.8% | +32.8% | -58.6% | -29.9% |
| YTD | -12.7% | +26.1% | -38.8% | -16.9% |
| 1Y | +14.1% | +14.1% | -0.1% | +10.4% |
| 3Y | +165.7% | +25.7% | +140.0% | +146.3% |
| 5Y | +81.2% | +11.2% | +70.1% | +64.7% |
| All | +233.4% | +75.6% | +157.8% | +222.1% |
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