-1.5%
XLC vs DBX
+12.7%
-14.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -1.7% | -1.8% | +0.2% | -1.4% |
| 30D | +0.2% | +2.8% | -2.6% | -0.2% |
| 3M | +0.7% | +26.8% | -26.1% | -1.9% |
| 6M | -4.5% | +32.8% | -37.2% | -7.1% |
| YTD | -4.7% | +26.1% | -30.8% | -7.1% |
| 1Y | -1.5% | +14.1% | -15.6% | -3.0% |
| All | -1.5% | +12.7% | -14.2% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling