+8.7%
DBX vs BAH
+3.0%
+5.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.3% |
| 3M | -0.4% | +11.9% | -12.2% | -3.5% |
| 6M | +29.8% | +17.1% | +12.7% | +23.4% |
| YTD | +20.5% | +5.5% | +15.0% | +17.8% |
| 1Y | +8.7% | +5.6% | +3.0% | +5.1% |
| All | +8.7% | +3.0% | +5.6% | +5.1% |
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