+24.8%
BIL vs DBX
+15.6%
+9.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | -6.3% | +6.4% | +0.1% |
| 30D | +0.3% | -5.9% | +6.2% | +0.3% |
| 3M | +0.9% | -0.4% | +1.3% | +0.9% |
| 6M | +1.8% | +29.8% | -28.0% | +1.8% |
| YTD | +3.1% | +20.5% | -17.4% | +3.1% |
| 1Y | +3.7% | +8.7% | -5.0% | +3.7% |
| 3Y | +13.8% | +25.9% | -12.1% | +13.8% |
| 5Y | +20.2% | +24.2% | -3.9% | +20.2% |
| All | +24.8% | +15.6% | +9.3% | +24.8% |
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