+142.7%
EWY vs DBX
+8.4%
+134.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.4% |
| 7D | +1.2% | -1.8% | +3.1% | +1.5% |
| 30D | +9.3% | +2.8% | +6.4% | +8.6% |
| 3M | +2.4% | +26.8% | -24.3% | -2.8% |
| 6M | +40.3% | +32.8% | +7.5% | +30.9% |
| YTD | +88.0% | +26.1% | +61.9% | +77.3% |
| 1Y | +143.8% | +14.1% | +129.7% | +134.9% |
| 3Y | +217.8% | +25.7% | +192.0% | +186.7% |
| 5Y | +142.7% | +11.2% | +131.6% | +111.3% |
| All | +142.7% | +8.4% | +134.3% | +111.3% |
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