+137.5%
EW vs DBX
+15.6%
+121.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +4.9% | -3.3% | +8.2% | +5.6% |
| 30D | +23.9% | -5.9% | +29.8% | +25.4% |
| 3M | +15.8% | -6.7% | +22.4% | +17.1% |
| 6M | +31.7% | +28.0% | +3.7% | +23.4% |
| YTD | +25.7% | +20.6% | +5.1% | +18.6% |
| 1Y | +24.4% | +10.3% | +14.1% | +19.7% |
| 3Y | +65.9% | +24.0% | +41.8% | +50.0% |
| 5Y | -7.6% | +24.2% | -31.9% | -18.2% |
| All | +137.5% | +15.6% | +121.9% | +91.4% |
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 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