+149.5%
XLF vs DBX
+22.6%
+126.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -1.5% | +2.1% | -3.6% | -1.9% |
| 30D | -1.2% | +5.7% | -6.9% | -2.5% |
| 3M | +9.2% | +31.8% | -22.6% | +2.4% |
| 6M | +16.3% | +37.5% | -21.1% | +7.2% |
| YTD | +5.4% | +27.9% | -22.5% | -1.3% |
| 1Y | +7.6% | +15.0% | -7.4% | +2.9% |
| 3Y | +74.2% | +27.2% | +47.0% | +59.0% |
| 5Y | +66.1% | +12.8% | +53.4% | +51.8% |
| All | +149.5% | +22.6% | +126.9% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling