+86.7%
BP vs DBX
+15.6%
+71.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.1% |
| 7D | +2.5% | -6.3% | +8.8% | +3.6% |
| 30D | -5.6% | -5.9% | +0.3% | -4.7% |
| 3M | +8.0% | -0.4% | +8.4% | +7.7% |
| 6M | +5.7% | +29.8% | -24.2% | +0.2% |
| YTD | +36.8% | +20.5% | +16.3% | +30.7% |
| 1Y | +30.7% | +8.7% | +22.1% | +27.2% |
| 3Y | +51.6% | +25.9% | +25.7% | +40.2% |
| 5Y | +112.2% | +24.2% | +88.1% | +93.2% |
| All | +86.7% | +15.6% | +71.1% | +51.6% |
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