+111.5%
BAC vs DBX
+15.6%
+96.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.5% | -6.3% | +7.8% | +3.0% |
| 30D | -6.4% | -5.9% | -0.5% | -5.2% |
| 3M | -21.7% | -0.4% | -21.3% | -22.1% |
| 6M | +0.5% | +29.8% | -29.3% | -6.9% |
| YTD | -6.7% | +20.5% | -27.2% | -12.7% |
| 1Y | -4.7% | +8.7% | -13.3% | -8.4% |
| 3Y | +96.1% | +25.9% | +70.1% | +75.6% |
| 5Y | +21.7% | +24.2% | -2.5% | +7.0% |
| All | +111.5% | +15.6% | +96.0% | +61.8% |
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