-34.8%
BROS vs DBX
+20.4%
-55.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.0% |
| 7D | -6.7% | -2.4% | -4.2% | -6.4% |
| 30D | -29.1% | -0.5% | -28.6% | -29.0% |
| 3M | -16.7% | +28.1% | -44.8% | -19.2% |
| 6M | -11.6% | +33.1% | -44.7% | -13.4% |
| YTD | -23.9% | +25.3% | -49.2% | -25.6% |
| 1Y | -34.8% | +18.3% | -53.1% | -37.1% |
| All | -34.8% | +20.4% | -55.2% | -37.1% |
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