+139.3%
XLV vs DBX
+20.9%
+118.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -4.4% | -1.8% | -2.6% | -4.1% |
| 30D | -1.4% | +2.8% | -4.2% | -1.9% |
| 3M | +8.9% | +26.8% | -17.9% | +4.8% |
| 6M | +9.1% | +32.8% | -23.7% | +3.8% |
| YTD | +7.9% | +26.1% | -18.1% | +3.4% |
| 1Y | +22.7% | +14.1% | +8.6% | +19.2% |
| 3Y | +31.9% | +25.7% | +6.2% | +23.6% |
| 5Y | +34.9% | +11.2% | +23.7% | +26.5% |
| All | +139.3% | +20.9% | +118.4% | +99.0% |
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