+45.4%
XEL vs DBX
+25.2%
+20.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.0% |
| 7D | -1.2% | -1.8% | +0.6% | -1.2% |
| 30D | -2.9% | +2.8% | -5.7% | -2.9% |
| 3M | -2.7% | +26.8% | -29.5% | -2.6% |
| 6M | -6.5% | +32.8% | -39.3% | -6.4% |
| YTD | +3.6% | +26.1% | -22.5% | +4.0% |
| 1Y | +7.5% | +14.1% | -6.6% | +8.3% |
| All | +45.4% | +25.2% | +20.2% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling