+68.9%
SE vs DBX
+23.9%
+44.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | 0.0% | -7.3% | +7.4% | +1.4% |
| 30D | -19.4% | -5.7% | -13.7% | -18.6% |
| 3M | -33.1% | -6.3% | -26.8% | -32.6% |
| 6M | -11.4% | +12.1% | -23.6% | -14.5% |
| YTD | -39.8% | +16.5% | -56.3% | -42.4% |
| 1Y | -50.5% | +6.1% | -56.5% | -51.4% |
| 3Y | +68.9% | +21.8% | +47.1% | +68.7% |
| All | +68.9% | +23.9% | +44.9% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling