+14.8%
OXY vs DBX
+22.6%
-7.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | +2.8% | +2.1% | +0.7% | +2.2% |
| 30D | +5.5% | +5.7% | -0.3% | +3.6% |
| 3M | +11.3% | +31.8% | -20.5% | +2.3% |
| 6M | +11.6% | +37.5% | -25.9% | +0.3% |
| YTD | +51.6% | +27.9% | +23.6% | +38.9% |
| 1Y | +36.2% | +15.0% | +21.2% | +28.2% |
| 3Y | +1.7% | +27.2% | -25.5% | -10.3% |
| 5Y | +164.5% | +12.8% | +151.7% | +135.6% |
| All | +14.8% | +22.6% | -7.8% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling