-21.0%
BSX vs DBX
+25.2%
-46.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.5% | -4.3% |
| 7D | -8.2% | -1.8% | -6.4% | -8.0% |
| 30D | -15.8% | +2.8% | -18.7% | -16.1% |
| 3M | -10.8% | +26.8% | -37.6% | -13.2% |
| 6M | -38.4% | +32.8% | -71.2% | -40.3% |
| YTD | -54.8% | +26.1% | -80.9% | -55.9% |
| 1Y | -59.0% | +14.1% | -73.2% | -59.5% |
| All | -21.0% | +25.2% | -46.2% | -26.3% |
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