+280.8%
BHP vs DBX
+22.6%
+258.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -3.6% | +2.1% | -5.7% | -4.1% |
| 30D | -1.2% | +5.7% | -6.9% | -2.5% |
| 3M | +1.2% | +31.8% | -30.6% | -5.1% |
| 6M | +21.4% | +37.5% | -16.0% | +11.9% |
| YTD | +50.4% | +27.9% | +22.5% | +40.6% |
| 1Y | +67.5% | +15.0% | +52.5% | +59.9% |
| 3Y | +72.8% | +27.2% | +45.6% | +56.8% |
| 5Y | +112.6% | +12.8% | +99.8% | +93.7% |
| All | +280.8% | +22.6% | +258.2% | +195.5% |
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