+256.9%
BNY vs DBX
+11.7%
+245.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.3% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | -0.2% | +5.7% | -5.9% | -1.5% |
| 3M | +14.9% | +31.8% | -16.9% | +7.4% |
| 6M | +40.0% | +37.5% | +2.5% | +28.4% |
| YTD | +42.0% | +27.9% | +14.1% | +32.5% |
| 1Y | +56.9% | +15.0% | +41.8% | +50.0% |
| 3Y | +289.9% | +27.2% | +262.7% | +249.0% |
| All | +256.9% | +11.7% | +245.2% | +205.2% |
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