+532.2%
XLK vs DBX
+19.3%
+512.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.7% |
| 7D | +2.3% | +0.3% | +2.1% | +2.2% |
| 30D | +0.8% | 0.0% | +0.8% | +0.6% |
| 3M | +4.1% | +26.1% | -22.1% | -4.4% |
| 6M | +34.8% | +29.4% | +5.4% | +21.5% |
| YTD | +30.8% | +24.4% | +6.4% | +19.3% |
| 1Y | +42.4% | +10.9% | +31.5% | +34.3% |
| 3Y | +121.8% | +24.1% | +97.7% | +95.4% |
| 5Y | +146.6% | +7.8% | +138.9% | +120.8% |
| All | +532.2% | +19.3% | +512.9% | +378.4% |
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