+24.6%
DBX vs BAH
+6.2%
+18.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.9% |
| 7D | -1.1% | +5.8% | -6.9% | -2.6% |
| 30D | +5.0% | +28.7% | -23.7% | -1.9% |
| 3M | +4.6% | +20.9% | -16.3% | -0.7% |
| 6M | +43.9% | +15.2% | +28.8% | +36.9% |
| YTD | +29.9% | +7.1% | +22.8% | +25.5% |
| 1Y | +24.6% | +6.4% | +18.2% | +18.2% |
| All | +24.6% | +6.2% | +18.4% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling