+35.0%
XLB vs DBX
+8.9%
+26.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +1.6% | +26.1% | -24.5% | -3.5% |
| 6M | +3.6% | +29.4% | -25.7% | -2.8% |
| YTD | +14.2% | +24.4% | -10.2% | +8.0% |
| 1Y | +15.6% | +10.9% | +4.7% | +12.2% |
| 3Y | +33.1% | +24.1% | +9.0% | +20.8% |
| 5Y | +35.0% | +7.8% | +27.3% | +17.8% |
| All | +35.0% | +8.9% | +26.2% | +17.8% |
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