+40.0%
EWZ vs DBX
+20.1%
+19.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +6.5% | -2.4% | +8.9% | +7.1% |
| 30D | +4.8% | -0.5% | +5.3% | +4.8% |
| 3M | +9.9% | +28.1% | -18.2% | +2.9% |
| 6M | +1.9% | +33.1% | -31.1% | -6.3% |
| YTD | +20.3% | +25.3% | -5.0% | +12.2% |
| 1Y | +35.6% | +18.3% | +17.3% | +27.8% |
| 3Y | +43.4% | +25.0% | +18.4% | +29.5% |
| 5Y | +55.9% | +7.5% | +48.4% | +43.2% |
| All | +40.0% | +20.1% | +19.9% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling