+59.5%
XYL vs DBX
+16.6%
+42.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.6% |
| 7D | +1.8% | -1.3% | +3.1% | +2.0% |
| 30D | -9.2% | -2.9% | -6.3% | -8.8% |
| 3M | -0.3% | +23.8% | -24.1% | -5.1% |
| 6M | -11.0% | +26.2% | -37.2% | -16.3% |
| YTD | -19.2% | +21.6% | -40.8% | -23.5% |
| 1Y | -21.2% | +11.4% | -32.6% | -24.1% |
| 3Y | +18.6% | +21.3% | -2.7% | +9.2% |
| 5Y | -14.3% | +6.7% | -21.0% | -21.0% |
| All | +59.5% | +16.6% | +42.9% | +29.2% |
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 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