+586.4%
SE vs DBX
+14.3%
+572.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -4.7% |
| 7D | -7.7% | -8.1% | +0.4% | -4.3% |
| 30D | -22.8% | -4.9% | -17.9% | -21.4% |
| 3M | -43.7% | -2.7% | -41.0% | -43.9% |
| 6M | -12.8% | +25.2% | -38.0% | -23.8% |
| YTD | -42.0% | +19.3% | -61.3% | -49.2% |
| 1Y | -48.0% | +6.6% | -54.6% | -51.8% |
| 3Y | +62.7% | +24.6% | +38.1% | +30.3% |
| 5Y | -77.8% | +23.5% | -101.3% | -81.8% |
| All | +586.4% | +14.3% | +572.0% | +409.2% |
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 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