+33.2%
BN vs DBX
+8.9%
+24.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.8% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -13.0% | 0.0% | -13.0% | -13.2% |
| 3M | -15.2% | +26.1% | -41.3% | -22.8% |
| 6M | -5.9% | +29.4% | -35.3% | -16.3% |
| YTD | -15.8% | +24.4% | -40.2% | -24.0% |
| 1Y | -12.2% | +10.9% | -23.0% | -17.2% |
| 3Y | +72.2% | +24.1% | +48.1% | +46.8% |
| 5Y | +33.2% | +7.8% | +25.4% | +10.7% |
| All | +33.2% | +8.9% | +24.3% | +10.7% |
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