+64.6%
XLC vs DBX
+25.2%
+39.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | +0.4% |
| 7D | +3.5% | -8.1% | +11.6% | +5.0% |
| 30D | -2.6% | -4.9% | +2.3% | -1.8% |
| 3M | -2.1% | -2.7% | +0.6% | -1.9% |
| 6M | -5.5% | +25.2% | -30.7% | -9.8% |
| YTD | -6.9% | +19.3% | -26.2% | -10.6% |
| 1Y | -3.7% | +6.6% | -10.3% | -5.4% |
| All | +64.6% | +25.2% | +39.4% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling