+173.7%
XLE vs DBX
+20.1%
+153.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.4% |
| 7D | +2.2% | -2.4% | +4.6% | +2.7% |
| 30D | +11.8% | -0.5% | +12.3% | +11.7% |
| 3M | +9.8% | +28.1% | -18.2% | +3.8% |
| 6M | +15.6% | +33.1% | -17.5% | +7.6% |
| YTD | +45.3% | +25.3% | +20.0% | +36.8% |
| 1Y | +48.3% | +18.3% | +30.0% | +40.9% |
| 3Y | +55.4% | +25.0% | +30.4% | +42.4% |
| 5Y | +216.1% | +7.5% | +208.6% | +193.4% |
| All | +173.7% | +20.1% | +153.6% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling