+125.9%
XEL vs DBX
+16.6%
+109.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.7% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -1.5% | -2.9% | +1.3% | -1.4% |
| 3M | -0.2% | +23.8% | -24.1% | -1.6% |
| 6M | -5.4% | +26.2% | -31.6% | -7.1% |
| YTD | +5.6% | +21.6% | -16.0% | +4.0% |
| 1Y | +10.5% | +11.4% | -1.0% | +9.4% |
| 3Y | +49.2% | +21.3% | +27.9% | +45.4% |
| 5Y | +30.1% | +6.7% | +23.4% | +26.8% |
| All | +125.9% | +16.6% | +109.3% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling