+121.0%
XLB vs DBX
+20.1%
+100.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | -0.4% | -0.5% | +0.1% | -0.4% |
| 3M | +2.0% | +28.1% | -26.1% | -3.3% |
| 6M | +1.8% | +33.1% | -31.3% | -4.9% |
| YTD | +16.6% | +25.3% | -8.7% | +10.1% |
| 1Y | +16.9% | +18.3% | -1.4% | +11.4% |
| 3Y | +32.6% | +25.0% | +7.5% | +22.0% |
| 5Y | +35.6% | +7.5% | +28.1% | +25.5% |
| All | +121.0% | +20.1% | +100.9% | +79.4% |
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 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