+148.7%
XLK vs DBX
+11.7%
+137.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.8% |
| 7D | +0.2% | +2.1% | -1.9% | -0.5% |
| 30D | -0.6% | +5.7% | -6.4% | -2.8% |
| 3M | +2.6% | +31.8% | -29.2% | -8.0% |
| 6M | +34.0% | +37.5% | -3.5% | +16.6% |
| YTD | +30.7% | +27.9% | +2.8% | +16.9% |
| 1Y | +39.2% | +15.0% | +24.2% | +29.3% |
| 3Y | +120.4% | +27.2% | +93.2% | +86.1% |
| All | +148.7% | +11.7% | +137.0% | +99.7% |
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 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