+151.4%
EXE vs DBX
+35.2%
+116.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.5% |
| 7D | +3.6% | -6.3% | +9.8% | +4.7% |
| 30D | -4.3% | -5.9% | +1.5% | -3.4% |
| 3M | -7.7% | -0.4% | -7.3% | -8.1% |
| 6M | -7.2% | +29.8% | -37.1% | -12.7% |
| YTD | -18.5% | +20.5% | -39.1% | -22.5% |
| 1Y | -24.4% | +8.7% | -33.0% | -26.4% |
| 3Y | +21.6% | +25.9% | -4.3% | +11.1% |
| 5Y | +77.3% | +24.2% | +53.2% | +57.1% |
| All | +151.4% | +35.2% | +116.1% | +133.1% |
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