+1,803.2%
BE vs DBX
+26.5%
+1,776.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.6% |
| 7D | +20.5% | -6.3% | +26.8% | +20.6% |
| 30D | -23.4% | -5.9% | -17.5% | -23.3% |
| 3M | -14.9% | -0.4% | -14.5% | -15.2% |
| 6M | -28.1% | +29.8% | -57.9% | -31.7% |
| YTD | +132.4% | +20.5% | +111.9% | +123.4% |
| 1Y | +59.4% | +8.7% | +50.7% | +60.7% |
| All | +1,803.2% | +26.5% | +1,776.7% | +1,721.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling