-40.9%
SE vs DBX
+20.4%
-61.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | -6.1% | -2.4% | -3.7% | -6.0% |
| 30D | -2.5% | -0.5% | -2.0% | -2.3% |
| 3M | +21.7% | +28.1% | -6.3% | +20.1% |
| 6M | +27.0% | +33.1% | -6.1% | +25.4% |
| YTD | -12.1% | +25.3% | -37.4% | -12.2% |
| 1Y | -40.9% | +18.3% | -59.3% | -40.4% |
| All | -40.9% | +20.4% | -61.4% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling