+136.0%
XLC vs DBX
-18.9%
+154.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +3.7% | -3.3% | +7.0% | +4.6% |
| 30D | -1.9% | -5.9% | +3.9% | -0.4% |
| 3M | -3.1% | -6.7% | +3.6% | -1.7% |
| 6M | -6.4% | +28.0% | -34.3% | -13.7% |
| YTD | -6.8% | +20.6% | -27.4% | -13.4% |
| 1Y | -1.7% | +10.3% | -12.0% | -6.3% |
| 3Y | +64.7% | +24.0% | +40.6% | +46.4% |
| 5Y | +41.1% | +24.2% | +16.9% | +22.8% |
| All | +136.0% | -18.9% | +154.9% | +93.9% |
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 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