-0.9%
BA vs DBX
+7.0%
-7.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.6% |
| 7D | +1.2% | -2.4% | +3.6% | +1.9% |
| 30D | -11.6% | -0.5% | -11.1% | -11.7% |
| 3M | -2.4% | +28.1% | -30.4% | -10.1% |
| 6M | -6.6% | +33.1% | -39.7% | -16.0% |
| YTD | -2.2% | +25.3% | -27.5% | -10.5% |
| 1Y | -8.0% | +18.3% | -26.4% | -14.4% |
| 3Y | -5.0% | +25.0% | -30.0% | -17.8% |
| All | -0.9% | +7.0% | -7.9% | -23.0% |
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