+154.6%
BKR vs DBX
+22.6%
+132.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.9% |
| 7D | -7.0% | +2.1% | -9.1% | -7.5% |
| 30D | -8.1% | +5.7% | -13.9% | -9.6% |
| 3M | -6.6% | +31.8% | -38.4% | -13.2% |
| 6M | +0.9% | +37.5% | -36.6% | -8.1% |
| YTD | +31.1% | +27.9% | +3.2% | +21.4% |
| 1Y | +27.7% | +15.0% | +12.7% | +21.3% |
| 3Y | +71.2% | +27.2% | +44.0% | +54.6% |
| 5Y | +177.6% | +12.8% | +164.9% | +152.6% |
| All | +154.6% | +22.6% | +132.0% | +91.3% |
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