+17.7%
DBX vs BAH
+163.8%
-146.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -6.3% | -2.6% | -3.7% | -5.7% |
| 30D | -5.9% | +20.4% | -26.2% | -10.5% |
| 3M | -0.4% | +11.9% | -12.2% | -3.5% |
| 6M | +29.8% | +17.1% | +12.7% | +23.6% |
| YTD | +20.5% | +5.5% | +15.0% | +16.9% |
| 1Y | +8.7% | +5.6% | +3.0% | +4.9% |
| 3Y | +25.9% | -26.5% | +52.5% | +27.6% |
| 5Y | +24.2% | +6.5% | +17.7% | +7.1% |
| All | +17.7% | +163.8% | -146.2% | -49.0% |
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