+22.3%
DBX vs XME
+284.3%
-262.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -0.5% | +6.0% | -6.5% | -2.6% |
| 3M | +28.1% | -7.7% | +35.8% | +30.4% |
| 6M | +33.1% | +1.0% | +32.1% | +29.8% |
| YTD | +25.3% | +14.6% | +10.7% | +15.3% |
| 1Y | +18.3% | +46.0% | -27.6% | -1.9% |
| 3Y | +25.0% | +127.0% | -102.0% | -14.9% |
| 5Y | +7.5% | +175.8% | -168.3% | -33.7% |
| All | +22.3% | +284.3% | -262.0% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling