-29.1%
BRO vs DBX
+15.5%
-44.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | -7.3% | +2.1% | -9.4% | -7.8% |
| 30D | -6.9% | +5.7% | -12.6% | -8.1% |
| 3M | +10.7% | +31.8% | -21.1% | +4.3% |
| 6M | -2.7% | +37.5% | -40.2% | -9.1% |
| YTD | -16.3% | +27.9% | -44.2% | -21.0% |
| 1Y | -29.1% | +15.0% | -44.1% | -33.2% |
| All | -29.1% | +15.5% | -44.6% | -33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling