+21.3%
DBX vs XME
+136.1%
-114.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -1.3% | +3.6% | -4.9% | -1.9% |
| 30D | -2.9% | +3.6% | -6.5% | -3.5% |
| 3M | +23.8% | +1.2% | +22.6% | +23.6% |
| 6M | +26.2% | +9.0% | +17.2% | +22.5% |
| YTD | +21.6% | +15.9% | +5.7% | +14.3% |
| 1Y | +11.4% | +43.2% | -31.7% | -4.5% |
| 3Y | +21.3% | +137.4% | -116.1% | -17.4% |
| All | +21.3% | +136.1% | -114.9% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling