+64.3%
XLF vs DBX
+11.7%
+52.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 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% | +2.1% |
| 6M | +16.3% | +37.5% | -21.1% | +6.8% |
| YTD | +5.4% | +27.9% | -22.5% | -1.5% |
| 1Y | +7.6% | +15.0% | -7.4% | +3.0% |
| 3Y | +74.2% | +27.2% | +47.0% | +56.8% |
| All | +64.3% | +11.7% | +52.5% | +42.1% |
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