+484.0%
BX vs DBX
+16.6%
+467.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.5% |
| 30D | -2.3% | -2.9% | +0.6% | -1.3% |
| 3M | +18.5% | +23.8% | -5.3% | +8.7% |
| 6M | +23.7% | +26.2% | -2.5% | +11.3% |
| YTD | -10.4% | +21.6% | -32.0% | -18.4% |
| 1Y | -19.6% | +11.4% | -31.0% | -24.6% |
| 3Y | +30.8% | +21.3% | +9.5% | +15.0% |
| 5Y | +24.3% | +6.7% | +17.7% | +11.0% |
| All | +484.0% | +16.6% | +467.5% | +343.3% |
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 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