+153.5%
EXPE vs DBX
+21.2%
+132.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.0% | -6.8% |
| 7D | -9.8% | -1.3% | -8.4% | -9.3% |
| 30D | -11.5% | -2.9% | -8.6% | -10.7% |
| 3M | +21.7% | +23.8% | -2.1% | +12.7% |
| 6M | +10.4% | +26.2% | -15.8% | +0.4% |
| YTD | -2.5% | +21.6% | -24.2% | -10.0% |
| 1Y | +27.3% | +11.4% | +15.9% | +21.4% |
| 3Y | +153.5% | +21.3% | +132.2% | +120.2% |
| All | +153.5% | +21.2% | +132.3% | +120.2% |
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