+92.7%
XOP vs DBX
+24.0%
+68.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +6.3% | -3.3% | +9.6% | +7.2% |
| 30D | -6.6% | -5.9% | -0.7% | -5.4% |
| 3M | +3.6% | -6.7% | +10.2% | +4.8% |
| 6M | +10.8% | +28.0% | -17.2% | +2.3% |
| YTD | +48.3% | +20.6% | +27.7% | +38.1% |
| 1Y | +42.9% | +10.3% | +32.6% | +36.7% |
| 3Y | +43.3% | +24.0% | +19.3% | +26.2% |
| All | +92.7% | +24.0% | +68.7% | +72.2% |
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