-0.5%
XRT vs DBX
+14.3%
-14.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +4.1% | -7.3% | +11.4% | +6.8% |
| 30D | +9.9% | -5.7% | +15.6% | +12.1% |
| 3M | +2.3% | -6.3% | +8.6% | +3.8% |
| 6M | +9.6% | +12.1% | -2.5% | +3.2% |
| YTD | +9.1% | +16.5% | -7.4% | +0.3% |
| 1Y | +16.2% | +6.1% | +10.2% | +11.0% |
| 3Y | +60.1% | +21.8% | +38.3% | +33.8% |
| 5Y | -0.5% | +19.1% | -19.6% | -20.9% |
| All | -0.5% | +14.3% | -14.8% | -20.9% |
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