+75.6%
BN vs DBX
+21.2%
+54.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -10.9% | -2.9% | -8.0% | -10.3% |
| 3M | -11.1% | +23.8% | -34.9% | -16.4% |
| 6M | -4.4% | +26.2% | -30.6% | -11.3% |
| YTD | -14.1% | +21.6% | -35.8% | -19.5% |
| 1Y | -11.1% | +11.4% | -22.5% | -14.4% |
| 3Y | +75.6% | +21.3% | +54.3% | +51.7% |
| All | +75.6% | +21.2% | +54.4% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling