+135.8%
BP vs DBX
+7.2%
+128.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.4% | +2.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | +9.1% | -2.9% | +12.0% | +9.4% |
| 3M | +3.9% | +23.8% | -19.9% | +0.5% |
| 6M | +13.6% | +26.2% | -12.6% | +9.1% |
| YTD | +34.0% | +21.6% | +12.4% | +29.4% |
| 1Y | +39.2% | +11.4% | +27.7% | +36.0% |
| 3Y | +36.4% | +21.3% | +15.1% | +28.2% |
| 5Y | +135.8% | +6.7% | +129.1% | +110.5% |
| All | +135.8% | +7.2% | +128.6% | +110.5% |
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