+112.2%
BAC vs DBX
+14.3%
+97.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.6% |
| 7D | -1.9% | -8.1% | +6.3% | +0.1% |
| 30D | -7.2% | -4.9% | -2.3% | -6.2% |
| 3M | -20.4% | -2.7% | -17.7% | -20.4% |
| 6M | +1.3% | +25.2% | -23.9% | -5.4% |
| YTD | -6.4% | +19.3% | -25.7% | -12.2% |
| 1Y | -3.5% | +6.6% | -10.1% | -6.9% |
| 3Y | +96.7% | +24.6% | +72.1% | +76.6% |
| 5Y | +20.6% | +23.5% | -2.9% | +6.2% |
| All | +112.2% | +14.3% | +97.8% | +62.7% |
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