+64.1%
XOP vs DBX
+20.1%
+44.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | +15.4% | -0.5% | +15.9% | +15.3% |
| 3M | +12.1% | +28.1% | -16.0% | +3.2% |
| 6M | +19.7% | +33.1% | -13.4% | +7.8% |
| YTD | +52.4% | +25.3% | +27.1% | +39.7% |
| 1Y | +47.6% | +18.3% | +29.2% | +37.0% |
| 3Y | +34.4% | +25.0% | +9.3% | +18.8% |
| 5Y | +154.4% | +7.5% | +146.9% | +129.5% |
| All | +64.1% | +20.1% | +44.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling