+134.6%
EW vs DBX
+15.6%
+119.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +4.9% | -6.3% | +11.2% | +6.3% |
| 30D | +24.1% | -5.9% | +29.9% | +25.6% |
| 3M | +13.7% | -0.4% | +14.1% | +13.2% |
| 6M | +32.7% | +29.8% | +2.9% | +24.0% |
| YTD | +24.1% | +20.5% | +3.6% | +17.1% |
| 1Y | +23.6% | +8.7% | +15.0% | +19.4% |
| 3Y | +64.8% | +25.9% | +38.8% | +48.4% |
| 5Y | -8.8% | +24.2% | -33.0% | -19.3% |
| All | +134.6% | +15.6% | +119.0% | +89.0% |
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 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