+38.6%
EXPE vs DBX
+14.3%
+24.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -11.2% | -7.3% | -3.9% | -7.5% |
| 30D | -7.5% | -5.7% | -1.8% | -4.5% |
| 3M | -19.1% | -6.3% | -12.7% | -16.8% |
| 6M | +10.7% | +12.1% | -1.4% | +3.1% |
| YTD | -9.9% | +16.5% | -26.5% | -19.0% |
| 1Y | -4.6% | +6.1% | -10.7% | -9.9% |
| 3Y | +116.8% | +21.8% | +95.0% | +73.6% |
| 5Y | +38.6% | +19.1% | +19.5% | +11.1% |
| All | +38.6% | +14.3% | +24.2% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling