+155.9%
BLK vs DBX
+22.6%
+133.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -3.3% | +2.1% | -5.4% | -3.9% |
| 30D | -6.5% | +5.7% | -12.3% | -8.0% |
| 3M | +6.7% | +31.8% | -25.1% | -1.3% |
| 6M | +14.7% | +37.5% | -22.7% | +3.8% |
| YTD | +2.5% | +27.9% | -25.4% | -5.5% |
| 1Y | -2.8% | +15.0% | -17.8% | -8.0% |
| 3Y | +65.9% | +27.2% | +38.7% | +48.2% |
| 5Y | +33.0% | +12.8% | +20.2% | +19.2% |
| All | +155.9% | +22.6% | +133.2% | +95.5% |
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