+19.0%
EWZ vs DBX
+33.4%
-14.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.0% |
| 7D | -1.5% | -4.4% | +2.9% | -1.0% |
| 30D | -24.5% | +4.8% | -29.3% | -24.9% |
| 3M | -10.7% | +0.3% | -11.0% | -10.9% |
| 6M | -19.1% | +40.4% | -59.5% | -22.7% |
| YTD | +1.6% | +24.7% | -23.1% | -1.2% |
| 1Y | +4.3% | +20.9% | -16.6% | +1.8% |
| 3Y | +19.0% | +34.5% | -15.5% | +8.0% |
| All | +19.0% | +33.4% | -14.4% | +8.0% |
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