+2.7%
EXE vs DBX
+12.7%
-10.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.2% |
| 7D | -2.2% | -1.8% | -0.4% | -2.2% |
| 30D | -0.8% | +2.8% | -3.6% | -0.9% |
| 3M | +10.0% | +26.8% | -16.7% | +9.1% |
| 6M | -6.3% | +32.8% | -39.1% | -6.2% |
| YTD | -10.7% | +26.1% | -36.8% | -9.6% |
| 1Y | +2.7% | +14.1% | -11.5% | +4.5% |
| All | +2.7% | +12.7% | -10.1% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling