+21.3%
DBX vs BB
+68.2%
-46.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | -2.9% | -12.4% | +9.5% | -1.4% |
| 3M | +23.8% | -15.3% | +39.1% | +25.3% |
| 6M | +26.2% | +128.8% | -102.6% | +9.4% |
| YTD | +21.6% | +107.7% | -86.0% | +6.8% |
| 1Y | +11.4% | +103.9% | -92.4% | -2.4% |
| 3Y | +21.3% | +72.6% | -51.3% | +0.8% |
| All | +21.3% | +68.2% | -46.9% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling