+43.0%
XLC vs DBX
+20.7%
+22.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | 0.0% |
| 7D | +3.5% | -8.1% | +11.6% | +6.1% |
| 30D | -2.6% | -4.9% | +2.3% | -1.2% |
| 3M | -2.1% | -2.7% | +0.6% | -1.9% |
| 6M | -5.5% | +25.2% | -30.7% | -13.3% |
| YTD | -6.9% | +19.3% | -26.2% | -13.9% |
| 1Y | -3.7% | +6.6% | -10.3% | -7.4% |
| 3Y | +64.2% | +24.6% | +39.6% | +39.5% |
| 5Y | +43.0% | +23.5% | +19.5% | +18.5% |
| All | +43.0% | +20.7% | +22.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling