-56.4%
BAX vs DBX
+19.3%
-75.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.2% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | +21.8% | +26.1% | -4.3% | +17.8% |
| 6M | +36.3% | +29.4% | +6.9% | +30.8% |
| YTD | +27.8% | +24.4% | +3.4% | +23.2% |
| 1Y | -0.1% | +10.9% | -10.9% | -2.3% |
| 3Y | -33.3% | +24.1% | -57.4% | -36.9% |
| 5Y | -67.1% | +7.8% | -74.8% | -68.8% |
| All | -56.4% | +19.3% | -75.7% | -62.6% |
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