+255.6%
XOM vs DBX
+10.1%
+245.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +1.9% | -1.8% | +3.7% | +2.0% |
| 30D | +4.1% | +2.8% | +1.2% | +3.7% |
| 3M | +10.4% | +26.8% | -16.4% | +7.5% |
| 6M | +13.0% | +32.8% | -19.7% | +9.2% |
| YTD | +40.1% | +26.1% | +14.0% | +36.1% |
| 1Y | +51.1% | +14.1% | +37.0% | +48.5% |
| 3Y | +57.7% | +25.7% | +32.0% | +50.1% |
| All | +255.6% | +10.1% | +245.5% | +232.5% |
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