-7.8%
BRO vs DBX
+27.0%
-34.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | -7.3% | +2.1% | -9.4% | -7.6% |
| 30D | -6.9% | +5.7% | -12.6% | -7.7% |
| 3M | +10.7% | +31.8% | -21.1% | +6.1% |
| 6M | -2.7% | +37.5% | -40.2% | -7.4% |
| YTD | -16.3% | +27.9% | -44.2% | -19.7% |
| 1Y | -29.1% | +15.0% | -44.1% | -31.2% |
| 3Y | -7.8% | +27.2% | -35.0% | -16.2% |
| All | -7.8% | +27.0% | -34.8% | -16.2% |
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 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