+50.4%
EWJ vs DBX
+11.7%
+38.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | +0.8% | +5.7% | -5.0% | -0.2% |
| 3M | +7.5% | +31.8% | -24.3% | +2.1% |
| 6M | +15.6% | +37.5% | -21.9% | +8.2% |
| YTD | +22.7% | +27.9% | -5.2% | +16.4% |
| 1Y | +26.4% | +15.0% | +11.4% | +22.4% |
| 3Y | +72.5% | +27.2% | +45.3% | +58.5% |
| All | +50.4% | +11.7% | +38.7% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling