+446.7%
BX vs DBX
+20.9%
+425.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.3% |
| 7D | -8.9% | -1.8% | -7.1% | -8.3% |
| 30D | -14.8% | +2.8% | -17.6% | -15.8% |
| 3M | +6.9% | +26.8% | -19.8% | -2.8% |
| 6M | +16.3% | +32.8% | -16.5% | +2.5% |
| YTD | -16.1% | +26.1% | -42.2% | -24.7% |
| 1Y | -26.8% | +14.1% | -40.9% | -32.0% |
| 3Y | +22.4% | +25.7% | -3.3% | +6.1% |
| 5Y | +16.0% | +11.2% | +4.8% | +2.0% |
| All | +446.7% | +20.9% | +425.9% | +309.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling