+899.0%
SE vs DBX
+20.9%
+878.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.6% |
| 7D | -4.8% | -1.8% | -3.0% | -4.1% |
| 30D | -18.1% | +2.8% | -21.0% | -19.7% |
| 3M | +30.6% | +26.8% | +3.9% | +15.4% |
| 6M | +20.8% | +32.8% | -12.0% | +2.1% |
| YTD | -15.6% | +26.1% | -41.7% | -27.2% |
| 1Y | -44.2% | +14.1% | -58.3% | -49.8% |
| 3Y | +181.5% | +25.7% | +155.8% | +127.8% |
| 5Y | -66.9% | +11.2% | -78.1% | -71.9% |
| All | +899.0% | +20.9% | +878.1% | +629.1% |
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 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