+81.6%
BP vs DBX
+11.7%
+69.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -6.3% | -7.3% | +1.0% | -5.2% |
| 30D | -3.6% | -5.7% | +2.1% | -2.8% |
| 3M | +5.2% | -6.3% | +11.6% | +6.0% |
| 6M | +5.3% | +12.1% | -6.8% | +2.3% |
| YTD | +33.1% | +16.5% | +16.6% | +27.9% |
| 1Y | +26.3% | +6.1% | +20.2% | +23.3% |
| 3Y | +47.5% | +21.8% | +25.7% | +37.1% |
| 5Y | +106.2% | +19.1% | +87.1% | +89.0% |
| All | +81.6% | +11.7% | +69.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling