+9.8%
BAX vs DBX
+20.4%
-10.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.2% |
| 7D | -1.1% | -2.4% | +1.3% | -1.0% |
| 30D | -5.5% | -0.5% | -5.0% | -5.5% |
| 3M | +33.5% | +28.1% | +5.5% | +31.7% |
| 6M | +35.9% | +33.1% | +2.8% | +33.5% |
| YTD | +35.4% | +25.3% | +10.1% | +32.7% |
| 1Y | +9.8% | +18.3% | -8.6% | +7.9% |
| All | +9.8% | +20.4% | -10.7% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling