+155.2%
EXPE vs DBX
+15.6%
+139.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -4.2% | -6.3% | +2.1% | -2.0% |
| 30D | -4.5% | -5.9% | +1.3% | -2.4% |
| 3M | -19.7% | -0.4% | -19.3% | -19.8% |
| 6M | +18.3% | +29.8% | -11.5% | +7.4% |
| YTD | -7.3% | +20.5% | -27.9% | -14.5% |
| 1Y | -3.9% | +8.7% | -12.6% | -8.2% |
| 3Y | +123.0% | +25.9% | +97.1% | +97.2% |
| 5Y | +47.9% | +24.2% | +23.8% | +29.0% |
| All | +155.2% | +15.6% | +139.6% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling