+68.4%
XOP vs DBX
+22.6%
+45.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.3% |
| 7D | +2.6% | +2.1% | +0.5% | +2.0% |
| 30D | +9.6% | +5.7% | +3.9% | +7.5% |
| 3M | +20.4% | +31.8% | -11.4% | +9.9% |
| 6M | +19.9% | +37.5% | -17.6% | +7.0% |
| YTD | +56.4% | +27.9% | +28.5% | +42.4% |
| 1Y | +52.4% | +15.0% | +37.4% | +43.0% |
| 3Y | +39.9% | +27.2% | +12.7% | +23.1% |
| 5Y | +163.7% | +12.8% | +150.9% | +134.3% |
| All | +68.4% | +22.6% | +45.8% | +22.1% |
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 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