+123.7%
XLU vs DBX
+22.6%
+101.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.8% |
| 30D | -3.3% | +5.7% | -9.0% | -3.8% |
| 3M | -3.2% | +31.8% | -35.0% | -5.3% |
| 6M | -7.0% | +37.5% | -44.4% | -9.6% |
| YTD | +0.6% | +27.9% | -27.3% | -1.6% |
| 1Y | +2.4% | +15.0% | -12.6% | +1.0% |
| 3Y | +46.3% | +27.2% | +19.1% | +41.3% |
| 5Y | +44.0% | +12.8% | +31.2% | +38.7% |
| All | +123.7% | +22.6% | +101.1% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling