+66.9%
XOP vs DBX
+16.6%
+50.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +16.5% | -2.9% | +19.4% | +17.2% |
| 3M | +15.7% | +23.8% | -8.1% | +7.6% |
| 6M | +19.2% | +26.2% | -7.0% | +9.1% |
| YTD | +55.0% | +21.6% | +33.3% | +43.2% |
| 1Y | +54.2% | +11.4% | +42.7% | +45.9% |
| 3Y | +35.9% | +21.3% | +14.6% | +21.2% |
| 5Y | +162.4% | +6.7% | +155.8% | +137.0% |
| All | +66.9% | +16.6% | +50.3% | +22.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling