+26.2%
BDX vs DBX
+16.6%
+9.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.7% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | +1.3% | -2.9% | +4.1% | +1.5% |
| 3M | +20.2% | +23.8% | -3.6% | +17.0% |
| 6M | +8.6% | +26.2% | -17.6% | +5.1% |
| YTD | +19.0% | +21.6% | -2.6% | +15.5% |
| 1Y | +21.2% | +11.4% | +9.7% | +18.7% |
| 3Y | -9.7% | +21.3% | -31.0% | -13.8% |
| 5Y | -3.4% | +6.7% | -10.1% | -7.7% |
| All | +26.2% | +16.6% | +9.6% | +9.9% |
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