+162.4%
BAC vs DBX
+19.3%
+143.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | +0.6% | +0.3% | +0.4% | +0.5% |
| 30D | -1.4% | 0.0% | -1.4% | -1.6% |
| 3M | +15.7% | +26.1% | -10.4% | +8.6% |
| 6M | +32.2% | +29.4% | +2.8% | +22.1% |
| YTD | +15.8% | +24.4% | -8.7% | +7.9% |
| 1Y | +27.3% | +10.9% | +16.4% | +21.9% |
| 3Y | +137.5% | +24.1% | +113.4% | +114.6% |
| 5Y | +73.1% | +7.8% | +65.3% | +58.0% |
| All | +162.4% | +19.3% | +143.2% | +100.0% |
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 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