+113.3%
BKNG vs DBX
+20.9%
+92.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -10.7% | -1.8% | -8.8% | -10.2% |
| 30D | -18.1% | +2.8% | -21.0% | -18.9% |
| 3M | +8.5% | +26.8% | -18.2% | +1.3% |
| 6M | -0.1% | +32.8% | -32.8% | -8.7% |
| YTD | -18.2% | +26.1% | -44.3% | -24.2% |
| 1Y | -19.9% | +14.1% | -34.0% | -23.8% |
| 3Y | +41.6% | +25.7% | +15.9% | +27.2% |
| 5Y | +93.1% | +11.2% | +81.9% | +73.6% |
| All | +113.3% | +20.9% | +92.4% | +67.5% |
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 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