+62.0%
EW vs DBX
+23.9%
+38.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +9.3% | -7.3% | +16.6% | +9.8% |
| 30D | +22.1% | -5.7% | +27.8% | +22.5% |
| 3M | +13.0% | -6.3% | +19.3% | +13.4% |
| 6M | +30.1% | +12.1% | +18.0% | +28.5% |
| YTD | +22.0% | +16.5% | +5.5% | +20.2% |
| 1Y | +23.7% | +6.1% | +17.6% | +22.9% |
| 3Y | +62.0% | +21.8% | +40.2% | +57.7% |
| All | +62.0% | +23.9% | +38.0% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling