+66.9%
BROS vs DBX
+23.5%
+43.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -2.6% |
| 7D | -6.6% | +0.3% | -6.8% | -6.7% |
| 30D | -12.3% | 0.0% | -12.3% | -12.5% |
| 3M | -22.2% | +26.1% | -48.3% | -27.1% |
| 6M | -14.3% | +29.4% | -43.6% | -20.5% |
| YTD | -26.6% | +24.4% | -51.0% | -31.2% |
| 1Y | -31.5% | +10.9% | -42.4% | -33.7% |
| All | +66.9% | +23.5% | +43.4% | +41.7% |
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