+204.5%
EWY vs DBX
+22.6%
+181.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.8% | +3.0% |
| 7D | -0.1% | +2.1% | -2.2% | -0.5% |
| 30D | +7.3% | +5.7% | +1.6% | +6.1% |
| 3M | -5.1% | +31.8% | -36.9% | -10.8% |
| 6M | +42.1% | +37.5% | +4.6% | +31.6% |
| YTD | +94.1% | +27.9% | +66.2% | +82.2% |
| 1Y | +147.8% | +15.0% | +132.8% | +137.2% |
| 3Y | +222.9% | +27.2% | +195.7% | +195.2% |
| 5Y | +150.6% | +12.8% | +137.8% | +129.2% |
| All | +204.5% | +22.6% | +181.9% | +143.4% |
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