+80.4%
XLI vs DBX
+8.4%
+71.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -8.2% | +2.8% | -11.0% | -8.8% |
| 3M | +0.8% | +26.8% | -26.0% | -4.0% |
| 6M | +0.8% | +32.8% | -31.9% | -5.6% |
| YTD | +10.5% | +26.1% | -15.6% | +4.6% |
| 1Y | +14.1% | +14.1% | 0.0% | +10.3% |
| 3Y | +68.6% | +25.7% | +42.9% | +54.1% |
| 5Y | +80.4% | +11.2% | +69.2% | +57.9% |
| All | +80.4% | +8.4% | +71.9% | +57.9% |
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