+23.1%
DBX vs XME
+271.8%
-248.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.5% |
| 7D | -1.8% | -3.0% | +1.2% | -0.9% |
| 30D | +2.8% | -2.6% | +5.4% | +3.4% |
| 3M | +26.8% | +2.2% | +24.6% | +24.7% |
| 6M | +32.8% | +0.7% | +32.1% | +29.5% |
| YTD | +26.1% | +10.9% | +15.2% | +17.3% |
| 1Y | +14.1% | +35.7% | -21.6% | -2.9% |
| 3Y | +25.7% | +127.1% | -101.4% | -14.7% |
| 5Y | +11.2% | +168.5% | -157.3% | -30.9% |
| All | +23.1% | +271.8% | -248.8% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling