+143.7%
XLC vs DBX
-14.0%
+157.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | +2.1% | +5.7% | -3.6% | +0.3% |
| 3M | +0.7% | +31.8% | -31.1% | -7.4% |
| 6M | -3.2% | +37.5% | -40.7% | -12.9% |
| YTD | -3.8% | +27.9% | -31.7% | -11.7% |
| 1Y | -2.0% | +15.0% | -17.1% | -7.6% |
| 3Y | +71.4% | +27.2% | +44.2% | +52.0% |
| 5Y | +40.7% | +12.8% | +27.9% | +25.4% |
| All | +143.7% | -14.0% | +157.7% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling