+19.4%
BRO vs DBX
+11.7%
+7.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 6M | -2.7% | +37.5% | -40.2% | -10.0% |
| YTD | -16.3% | +27.9% | -44.2% | -21.4% |
| 1Y | -29.1% | +15.0% | -44.1% | -32.0% |
| 3Y | -7.8% | +27.2% | -35.0% | -16.6% |
| All | +19.4% | +11.7% | +7.7% | +4.8% |
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