+36.4%
BP vs DBX
+21.2%
+15.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.4% | +2.6% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +9.1% | -2.9% | +12.0% | +9.2% |
| 3M | +3.9% | +23.8% | -19.9% | +1.8% |
| 6M | +13.6% | +26.2% | -12.6% | +10.9% |
| YTD | +34.0% | +21.6% | +12.4% | +31.3% |
| 1Y | +39.2% | +11.4% | +27.7% | +37.7% |
| 3Y | +36.4% | +21.3% | +15.1% | +28.6% |
| All | +36.4% | +21.2% | +15.2% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling