-2.6%
BDX vs DBX
+8.4%
-11.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -5.4% | -1.8% | -3.6% | -5.2% |
| 30D | -2.2% | +2.8% | -5.0% | -2.5% |
| 3M | +20.1% | +26.8% | -6.7% | +16.9% |
| 6M | +9.1% | +32.8% | -23.7% | +5.5% |
| YTD | +17.9% | +26.1% | -8.2% | +14.6% |
| 1Y | +22.1% | +14.1% | +7.9% | +19.9% |
| 3Y | -10.5% | +25.7% | -36.3% | -14.9% |
| 5Y | -2.6% | +11.2% | -13.8% | -10.7% |
| All | -2.6% | +8.4% | -11.0% | -10.7% |
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