+23.2%
DBX vs BAH
+8.3%
+14.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.4% | +1.4% | -2.2% |
| 7D | -4.4% | -3.5% | -0.8% | -3.7% |
| 30D | +4.8% | +24.3% | -19.5% | +0.2% |
| 3M | +0.3% | +16.3% | -16.0% | -2.8% |
| 6M | +40.4% | +13.6% | +26.8% | +36.1% |
| YTD | +24.7% | +3.5% | +21.2% | +22.1% |
| 1Y | +20.9% | +2.7% | +18.2% | +18.2% |
| 3Y | +34.5% | -26.6% | +61.1% | +33.0% |
| All | +23.2% | +8.3% | +14.9% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling