-14.9%
BAX vs DBX
+23.9%
-38.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.6% | -7.3% | +11.0% | +4.4% |
| 30D | +8.5% | -5.7% | +14.2% | +9.1% |
| 3M | -4.9% | -6.3% | +1.5% | -4.4% |
| 6M | +47.0% | +12.1% | +34.9% | +44.9% |
| YTD | +38.4% | +16.5% | +21.9% | +35.8% |
| 1Y | +49.1% | +6.1% | +43.1% | +47.6% |
| 3Y | -14.9% | +21.8% | -36.6% | -19.8% |
| All | -14.9% | +23.9% | -38.8% | -19.8% |
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