+22.3%
DBX vs BB
-40.2%
+62.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.4% | -5.6% | +3.2% | -1.3% |
| 30D | -0.5% | -11.8% | +11.3% | +1.9% |
| 3M | +28.1% | -25.5% | +53.6% | +33.5% |
| 6M | +33.1% | +121.3% | -88.2% | +8.7% |
| YTD | +25.3% | +103.2% | -77.9% | +4.1% |
| 1Y | +18.3% | +102.6% | -84.3% | -2.4% |
| 3Y | +25.0% | +37.5% | -12.5% | +5.2% |
| 5Y | +7.5% | -30.4% | +38.0% | +0.8% |
| All | +22.3% | -40.2% | +62.5% | +1.6% |
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 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