+23.6%
EW vs DBX
+7.4%
+16.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +4.9% | -6.3% | +11.2% | +5.2% |
| 30D | +24.1% | -5.9% | +29.9% | +24.3% |
| 3M | +13.7% | -0.4% | +14.1% | +13.7% |
| 6M | +32.7% | +29.8% | +2.9% | +31.5% |
| YTD | +24.1% | +20.5% | +3.6% | +22.8% |
| 1Y | +23.6% | +8.7% | +15.0% | +22.6% |
| All | +23.6% | +7.4% | +16.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling