+70.0%
XLE vs DBX
+26.6%
+43.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | -3.3% | +8.7% | +5.7% |
| 30D | -3.9% | -5.9% | +1.9% | -3.5% |
| 3M | +7.0% | -6.7% | +13.7% | +7.5% |
| 6M | +14.2% | +28.0% | -13.8% | +10.6% |
| YTD | +48.2% | +20.6% | +27.6% | +44.3% |
| 1Y | +47.7% | +10.3% | +37.4% | +45.8% |
| 3Y | +70.0% | +24.0% | +46.0% | +55.3% |
| All | +70.0% | +26.6% | +43.4% | +55.3% |
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