+171.6%
BKR vs DBX
+11.7%
+159.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | -7.0% | +2.1% | -9.1% | -7.4% |
| 30D | -8.1% | +5.7% | -13.9% | -9.3% |
| 3M | -6.6% | +31.8% | -38.4% | -12.2% |
| 6M | +0.9% | +37.5% | -36.6% | -6.8% |
| YTD | +31.1% | +27.9% | +3.2% | +23.2% |
| 1Y | +27.7% | +15.0% | +12.7% | +23.0% |
| 3Y | +71.2% | +27.2% | +44.0% | +56.2% |
| All | +171.6% | +11.7% | +159.9% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling