+17.7%
DBX vs BB
-30.9%
+48.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -3.3% | +1.8% | -5.1% | -3.7% |
| 30D | -5.9% | +8.1% | -14.0% | -7.9% |
| 3M | -6.7% | -1.0% | -5.7% | -7.7% |
| 6M | +28.0% | +45.9% | -17.9% | +13.8% |
| YTD | +20.6% | +134.8% | -114.2% | -3.8% |
| 1Y | +10.3% | +104.6% | -94.3% | -9.7% |
| 3Y | +24.0% | +152.8% | -128.8% | -8.9% |
| 5Y | +24.2% | -17.4% | +41.7% | +11.7% |
| All | +17.7% | -30.9% | +48.6% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling