+1.3%
BBY vs DBX
+11.7%
-10.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.6% |
| 7D | +0.6% | +2.1% | -1.5% | -0.2% |
| 30D | +9.4% | +5.7% | +3.7% | +7.0% |
| 3M | +19.3% | +31.8% | -12.5% | +7.7% |
| 6M | +47.9% | +37.5% | +10.5% | +29.9% |
| YTD | +39.6% | +27.9% | +11.6% | +25.8% |
| 1Y | +22.2% | +15.0% | +7.1% | +14.2% |
| 3Y | +45.0% | +27.2% | +17.8% | +24.3% |
| All | +1.3% | +11.7% | -10.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling