+32.8%
BROS vs DBX
+26.6%
+6.2%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +6.3% | -3.3% | +9.6% | +7.0% |
| 30D | -8.3% | -5.9% | -2.5% | -7.1% |
| 3M | -29.8% | -6.7% | -23.1% | -28.9% |
| 6M | -25.8% | +28.0% | -53.8% | -30.9% |
| YTD | -41.4% | +20.6% | -62.0% | -44.7% |
| 1Y | -35.2% | +10.3% | -45.5% | -37.3% |
| 3Y | +32.8% | +24.0% | +8.7% | +8.9% |
| All | +32.8% | +26.6% | +6.2% | +8.9% |
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