+124.4%
XLU vs DBX
+20.9%
+103.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -2.5% | +2.8% | -5.4% | -2.8% |
| 3M | -2.7% | +26.8% | -29.5% | -4.6% |
| 6M | -7.5% | +32.8% | -40.2% | -9.8% |
| YTD | +0.9% | +26.1% | -25.1% | -1.2% |
| 1Y | +3.3% | +14.1% | -10.8% | +1.9% |
| 3Y | +47.3% | +25.7% | +21.6% | +42.4% |
| 5Y | +44.4% | +11.2% | +33.2% | +39.3% |
| All | +124.4% | +20.9% | +103.5% | +101.3% |
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