+24.6%
DBX vs XME
+5.2%
+19.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.1% |
| 7D | -1.1% | -5.5% | +4.3% | -1.8% |
| 30D | +5.0% | -11.1% | +16.2% | +3.6% |
| 3M | +4.6% | -11.1% | +15.7% | +3.2% |
| 6M | +43.9% | -18.0% | +61.9% | +41.7% |
| YTD | +29.9% | -7.4% | +37.2% | +24.4% |
| 1Y | +24.6% | +6.7% | +17.9% | +12.1% |
| All | +24.6% | +5.2% | +19.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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