+18.7%
DBX vs BAH
+118.6%
-99.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -1.3% | -4.3% | +3.0% | -0.2% |
| 30D | -2.9% | -4.5% | +1.6% | -1.8% |
| 3M | +23.8% | -7.6% | +31.5% | +25.8% |
| 6M | +26.2% | -10.6% | +36.8% | +29.1% |
| YTD | +21.6% | -12.6% | +34.2% | +24.2% |
| 1Y | +11.4% | -27.0% | +38.4% | +18.5% |
| 3Y | +21.3% | -31.5% | +52.8% | +23.7% |
| 5Y | +6.7% | -3.8% | +10.5% | -6.6% |
| All | +18.7% | +118.6% | -99.9% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling