+26.0%
BDX vs DBX
+22.6%
+3.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -3.2% | +2.1% | -5.3% | -3.4% |
| 30D | -2.5% | +5.7% | -8.3% | -3.3% |
| 3M | +21.4% | +31.8% | -10.4% | +17.2% |
| 6M | +10.4% | +37.5% | -27.0% | +5.7% |
| YTD | +18.8% | +27.9% | -9.1% | +14.7% |
| 1Y | +21.7% | +15.0% | +6.6% | +18.8% |
| 3Y | -10.0% | +27.2% | -37.1% | -14.6% |
| 5Y | -1.8% | +12.8% | -14.6% | -6.9% |
| All | +26.0% | +22.6% | +3.4% | +9.1% |
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 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