-54.0%
BAX vs DBX
+15.6%
-69.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.4% |
| 7D | +0.4% | -6.3% | +6.6% | +1.2% |
| 30D | +3.4% | -5.9% | +9.3% | +4.2% |
| 3M | -4.5% | -0.4% | -4.1% | -4.7% |
| 6M | +44.0% | +29.8% | +14.2% | +38.2% |
| YTD | +34.9% | +20.5% | +14.3% | +30.3% |
| 1Y | +37.9% | +8.7% | +29.3% | +35.1% |
| 3Y | -17.1% | +25.9% | -43.0% | -21.9% |
| 5Y | -64.3% | +24.2% | -88.4% | -66.8% |
| All | -54.0% | +15.6% | -69.6% | -60.5% |
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