+107.8%
XLP vs DBX
+20.1%
+87.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.8% |
| 30D | -0.9% | -0.5% | -0.4% | -0.9% |
| 3M | +3.8% | +28.1% | -24.2% | +1.1% |
| 6M | -1.7% | +33.1% | -34.8% | -4.9% |
| YTD | +10.3% | +25.3% | -15.0% | +7.3% |
| 1Y | +7.8% | +18.3% | -10.6% | +5.4% |
| 3Y | +27.2% | +25.0% | +2.2% | +21.9% |
| 5Y | +32.5% | +7.5% | +25.0% | +27.3% |
| All | +107.8% | +20.1% | +87.7% | +80.3% |
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