+72.9%
BAC vs DBX
+7.2%
+65.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.2% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | -0.7% | -2.9% | +2.1% | -0.3% |
| 3M | +16.9% | +23.8% | -6.9% | +10.7% |
| 6M | +29.6% | +26.2% | +3.4% | +21.1% |
| YTD | +15.3% | +21.6% | -6.4% | +8.7% |
| 1Y | +28.8% | +11.4% | +17.4% | +23.9% |
| 3Y | +136.4% | +21.3% | +115.1% | +113.8% |
| 5Y | +72.9% | +6.7% | +66.3% | +52.4% |
| All | +72.9% | +7.2% | +65.7% | +52.4% |
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 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