+148.7%
XLF vs DBX
+19.3%
+129.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | +9.1% | +26.1% | -17.0% | +3.3% |
| 6M | +14.4% | +29.4% | -15.0% | +6.9% |
| YTD | +5.1% | +24.4% | -19.3% | -1.0% |
| 1Y | +8.6% | +10.9% | -2.2% | +4.7% |
| 3Y | +74.4% | +24.1% | +50.4% | +60.0% |
| 5Y | +64.4% | +7.8% | +56.6% | +51.6% |
| All | +148.7% | +19.3% | +129.4% | +97.2% |
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 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