+27.0%
BROS vs DBX
+14.2%
+12.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +2.0% |
| 7D | -6.7% | -2.4% | -4.2% | -5.6% |
| 30D | -29.1% | -0.5% | -28.6% | -29.1% |
| 3M | -16.7% | +28.1% | -44.8% | -27.4% |
| 6M | -11.6% | +33.1% | -44.7% | -26.2% |
| YTD | -23.9% | +25.3% | -49.2% | -34.3% |
| 1Y | -34.8% | +18.3% | -53.1% | -42.5% |
| 3Y | +62.1% | +25.0% | +37.1% | +26.7% |
| All | +27.0% | +14.2% | +12.8% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling