+43.5%
XLB vs DBX
+26.5%
+17.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | 0.0% | -6.3% | +6.3% | +0.6% |
| 30D | +5.3% | -5.9% | +11.1% | +5.8% |
| 3M | 0.0% | -0.4% | +0.4% | -0.2% |
| 6M | +1.2% | +29.8% | -28.6% | -1.7% |
| YTD | +16.9% | +20.5% | -3.6% | +14.5% |
| 1Y | +20.9% | +8.7% | +12.2% | +20.3% |
| All | +43.5% | +26.5% | +17.0% | +34.1% |
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