+18.2%
EWZ vs DBX
+19.5%
-1.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -1.5% | -4.4% | +2.9% | -0.5% |
| 30D | -24.5% | +4.8% | -29.3% | -25.4% |
| 3M | -10.7% | +0.3% | -11.0% | -11.2% |
| 6M | -19.1% | +40.4% | -59.5% | -26.6% |
| YTD | +1.6% | +24.7% | -23.1% | -5.4% |
| 1Y | +4.3% | +20.9% | -16.6% | -2.4% |
| 3Y | +19.0% | +34.5% | -15.5% | +4.9% |
| 5Y | +57.7% | +24.6% | +33.0% | +38.6% |
| All | +18.2% | +19.5% | -1.3% | -11.7% |
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