+218.0%
BN vs DBX
+20.1%
+197.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.5% |
| 7D | -2.5% | -2.4% | 0.0% | -1.7% |
| 30D | -9.5% | -0.5% | -9.0% | -9.5% |
| 3M | -10.4% | +28.1% | -38.4% | -17.4% |
| 6M | -6.4% | +33.1% | -39.4% | -15.6% |
| YTD | -11.9% | +25.3% | -37.2% | -19.1% |
| 1Y | -8.6% | +18.3% | -27.0% | -15.0% |
| 3Y | +77.6% | +25.0% | +52.5% | +58.3% |
| 5Y | +37.0% | +7.5% | +29.5% | +23.8% |
| All | +218.0% | +20.1% | +197.9% | +144.5% |
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