+225.7%
XLE vs DBX
+7.2%
+218.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +1.5% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | +12.6% | -2.9% | +15.5% | +13.0% |
| 3M | +11.8% | +23.8% | -12.0% | +7.8% |
| 6M | +16.1% | +26.2% | -10.1% | +11.0% |
| YTD | +46.9% | +21.6% | +25.2% | +41.2% |
| 1Y | +53.3% | +11.4% | +41.8% | +49.4% |
| 3Y | +54.9% | +21.3% | +33.7% | +45.1% |
| 5Y | +225.7% | +6.7% | +219.0% | +198.2% |
| All | +225.7% | +7.2% | +218.5% | +198.2% |
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