-32.0%
BAX vs DBX
+21.2%
-53.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.8% | -3.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -9.7% | -2.9% | -6.9% | -9.5% |
| 3M | +29.3% | +23.8% | +5.4% | +26.6% |
| 6M | +40.7% | +26.2% | +14.5% | +37.3% |
| YTD | +30.3% | +21.6% | +8.7% | +27.5% |
| 1Y | +3.4% | +11.4% | -8.0% | +2.0% |
| 3Y | -32.0% | +21.3% | -53.3% | -36.2% |
| All | -32.0% | +21.2% | -53.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling