-14.2%
XYL vs DBX
+11.7%
-25.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +1.2% | +2.1% | -0.9% | +0.7% |
| 30D | -11.9% | +5.7% | -17.7% | -13.2% |
| 3M | -1.5% | +31.8% | -33.3% | -8.0% |
| 6M | -11.9% | +37.5% | -49.4% | -19.3% |
| YTD | -20.6% | +27.9% | -48.5% | -25.9% |
| 1Y | -23.5% | +15.0% | -38.6% | -26.7% |
| 3Y | +14.9% | +27.2% | -12.3% | +2.3% |
| All | -14.2% | +11.7% | -25.9% | -26.6% |
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