+87.8%
BP vs DBX
+22.6%
+65.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | +5.2% | +2.1% | +3.1% | +4.8% |
| 30D | +8.7% | +5.7% | +3.0% | +7.5% |
| 3M | +9.3% | +31.8% | -22.5% | +3.8% |
| 6M | +13.6% | +37.5% | -23.9% | +6.4% |
| YTD | +37.7% | +27.9% | +9.8% | +30.5% |
| 1Y | +40.6% | +15.0% | +25.6% | +35.6% |
| 3Y | +40.3% | +27.2% | +13.2% | +30.0% |
| 5Y | +141.4% | +12.8% | +128.6% | +124.0% |
| All | +87.8% | +22.6% | +65.2% | +51.3% |
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