+18.4%
BROS vs DBX
+15.0%
+3.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -4.0% |
| 7D | -6.1% | -1.8% | -4.2% | -5.3% |
| 30D | -12.4% | +2.8% | -15.2% | -14.0% |
| 3M | -27.9% | +26.8% | -54.7% | -36.9% |
| 6M | -16.8% | +32.8% | -49.6% | -30.4% |
| YTD | -29.0% | +26.1% | -55.1% | -38.9% |
| 1Y | -33.2% | +14.1% | -47.3% | -39.7% |
| 3Y | +56.8% | +25.7% | +31.0% | +22.2% |
| All | +18.4% | +15.0% | +3.5% | -9.8% |
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