+33.6%
XLY vs DBX
+27.0%
+6.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -4.2% | +5.7% | -9.9% | -5.4% |
| 3M | -2.7% | +31.8% | -34.5% | -8.6% |
| 6M | -0.6% | +37.5% | -38.1% | -8.3% |
| YTD | -5.0% | +27.9% | -32.9% | -10.7% |
| 1Y | -4.1% | +15.0% | -19.1% | -7.5% |
| 3Y | +33.6% | +27.2% | +6.4% | +18.1% |
| All | +33.6% | +27.0% | +6.6% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling