-53.9%
BAX vs DBX
+20.1%
-74.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.4% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | -5.5% | -0.5% | -5.0% | -5.5% |
| 3M | +33.5% | +28.1% | +5.5% | +28.8% |
| 6M | +35.9% | +33.1% | +2.8% | +29.8% |
| YTD | +35.4% | +25.3% | +10.1% | +30.3% |
| 1Y | +9.8% | +18.3% | -8.6% | +6.3% |
| 3Y | -32.7% | +25.0% | -57.7% | -36.4% |
| 5Y | -65.6% | +7.5% | -73.1% | -67.3% |
| All | -53.9% | +20.1% | -74.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling