+32.0%
XEL vs DBX
+11.7%
+20.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | -0.3% | +2.1% | -2.4% | -0.3% |
| 30D | -3.9% | +5.7% | -9.7% | -4.1% |
| 3M | -2.8% | +31.8% | -34.6% | -3.6% |
| 6M | -5.4% | +37.5% | -42.8% | -6.5% |
| YTD | +3.8% | +27.9% | -24.2% | +3.0% |
| 1Y | +6.8% | +15.0% | -8.2% | +6.6% |
| 3Y | +45.6% | +27.2% | +18.4% | +43.0% |
| All | +32.0% | +11.7% | +20.3% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling