+30.2%
EXC vs DBX
+24.2%
+6.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | 0.0% |
| 7D | -1.7% | -8.6% | +6.9% | -1.8% |
| 30D | +9.3% | -5.2% | +14.5% | +9.3% |
| 3M | +1.0% | -6.4% | +7.4% | +1.0% |
| 6M | +5.9% | +12.7% | -6.8% | +6.3% |
| YTD | +7.6% | +17.2% | -9.6% | +8.3% |
| 1Y | +2.4% | +5.5% | -3.1% | +3.0% |
| 3Y | +30.2% | +24.1% | +6.1% | +31.3% |
| All | +30.2% | +24.2% | +6.0% | +31.3% |
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 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