+44.2%
XLU vs DBX
+11.7%
+32.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -1.6% | +2.1% | -3.7% | -1.7% |
| 30D | -3.3% | +5.7% | -9.0% | -3.6% |
| 3M | -3.2% | +31.8% | -35.0% | -4.7% |
| 6M | -7.0% | +37.5% | -44.4% | -8.9% |
| YTD | +0.6% | +27.9% | -27.3% | -0.9% |
| 1Y | +2.4% | +15.0% | -12.6% | +1.7% |
| 3Y | +46.3% | +27.2% | +19.1% | +41.9% |
| All | +44.2% | +11.7% | +32.5% | +32.6% |
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