+88.3%
EXPE vs DBX
+8.9%
+79.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.8% |
| 7D | -11.5% | +0.3% | -11.8% | -11.6% |
| 30D | -13.1% | 0.0% | -13.1% | -13.3% |
| 3M | +18.1% | +26.1% | -8.0% | +5.6% |
| 6M | +13.3% | +29.4% | -16.1% | -2.0% |
| YTD | -3.2% | +24.4% | -27.7% | -14.5% |
| 1Y | +26.1% | +10.9% | +15.3% | +17.8% |
| 3Y | +151.7% | +24.1% | +127.6% | +108.1% |
| 5Y | +88.3% | +7.8% | +80.6% | +23.2% |
| All | +88.3% | +8.9% | +79.5% | +23.2% |
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 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