+231.6%
XOM vs DBX
+22.6%
+208.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +4.1% | +2.1% | +2.0% | +3.8% |
| 30D | +4.6% | +5.7% | -1.2% | +3.6% |
| 3M | +14.0% | +31.8% | -17.8% | +8.9% |
| 6M | +11.0% | +37.5% | -26.5% | +4.9% |
| YTD | +40.7% | +27.9% | +12.8% | +34.3% |
| 1Y | +52.3% | +15.0% | +37.3% | +47.7% |
| 3Y | +60.5% | +27.2% | +33.3% | +49.9% |
| 5Y | +266.4% | +12.8% | +253.6% | +243.6% |
| All | +231.6% | +22.6% | +208.9% | +174.3% |
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 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