-43.9%
BA vs DBX
+12.3%
-56.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +1.2% |
| 7D | -1.7% | -8.6% | +6.9% | +0.8% |
| 30D | -9.5% | -5.2% | -4.3% | -8.1% |
| 3M | -26.5% | -6.4% | -20.1% | -25.4% |
| 6M | -27.4% | +12.7% | -40.1% | -30.9% |
| YTD | -20.6% | +17.2% | -37.8% | -26.0% |
| 1Y | -11.4% | +5.5% | -17.0% | -14.7% |
| 3Y | -10.8% | +24.1% | -35.0% | -21.5% |
| 5Y | -21.9% | +14.2% | -36.1% | -31.0% |
| All | -43.9% | +12.3% | -56.3% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling