+302.0%
BHP vs DBX
+16.6%
+285.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.3% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +4.0% | -2.9% | +6.8% | +4.4% |
| 3M | +12.3% | +23.8% | -11.5% | +6.7% |
| 6M | +30.8% | +26.2% | +4.6% | +22.8% |
| YTD | +58.8% | +21.6% | +37.1% | +50.0% |
| 1Y | +76.8% | +11.4% | +65.4% | +69.8% |
| 3Y | +87.5% | +21.3% | +66.2% | +71.8% |
| 5Y | +123.9% | +6.7% | +117.2% | +106.4% |
| All | +302.0% | +16.6% | +285.4% | +215.3% |
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