+23.5%
DBX vs BB
-11.2%
+34.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.8% |
| 7D | -8.1% | +7.3% | -15.4% | -9.5% |
| 30D | -4.9% | +11.2% | -16.1% | -7.3% |
| 3M | -2.7% | +4.7% | -7.4% | -4.7% |
| 6M | +25.2% | +51.1% | -25.9% | +10.7% |
| YTD | +19.3% | +148.0% | -128.7% | -6.1% |
| 1Y | +6.6% | +106.1% | -99.5% | -12.9% |
| 3Y | +24.6% | +158.2% | -133.6% | -9.4% |
| 5Y | +23.5% | -10.8% | +34.3% | +27.6% |
| All | +23.5% | -11.2% | +34.7% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling