+229.1%
BN vs DBX
+15.6%
+213.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | -0.3% | -6.3% | +6.0% | +1.5% |
| 30D | +13.6% | -5.9% | +19.4% | +15.4% |
| 3M | -6.7% | -0.4% | -6.3% | -7.1% |
| 6M | -9.0% | +29.8% | -38.8% | -17.2% |
| YTD | -8.8% | +20.5% | -29.3% | -15.7% |
| 1Y | -10.6% | +8.7% | -19.3% | -14.8% |
| 3Y | +98.8% | +25.9% | +72.8% | +75.8% |
| 5Y | +33.6% | +24.2% | +9.5% | +16.4% |
| All | +229.1% | +15.6% | +213.6% | +154.6% |
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