+106.2%
BP vs DBX
+14.3%
+91.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -6.3% | -7.3% | +1.0% | -5.5% |
| 30D | -3.6% | -5.7% | +2.1% | -2.9% |
| 3M | +5.2% | -6.3% | +11.6% | +5.8% |
| 6M | +5.3% | +12.1% | -6.8% | +2.8% |
| YTD | +33.1% | +16.5% | +16.6% | +28.8% |
| 1Y | +26.3% | +6.1% | +20.2% | +24.1% |
| 3Y | +47.5% | +21.8% | +25.7% | +37.0% |
| 5Y | +106.2% | +19.1% | +87.1% | +97.0% |
| All | +106.2% | +14.3% | +91.8% | +97.0% |
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