-67.0%
SE vs DBX
+7.2%
-74.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.3% |
| 30D | -0.1% | -2.9% | +2.8% | +0.9% |
| 3M | +34.1% | +23.8% | +10.3% | +15.5% |
| 6M | +23.2% | +26.2% | -3.0% | +1.8% |
| YTD | -11.2% | +21.6% | -32.8% | -25.3% |
| 1Y | -40.5% | +11.4% | -52.0% | -47.5% |
| 3Y | +196.3% | +21.3% | +175.0% | +113.2% |
| 5Y | -67.0% | +6.7% | -73.7% | -78.7% |
| All | -67.0% | +7.2% | -74.2% | -78.7% |
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 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