+27.2%
DBX vs BG
+18.0%
+9.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.5% |
| 7D | +2.1% | +3.1% | -1.0% | +2.0% |
| 30D | +5.7% | +10.2% | -4.5% | +5.3% |
| 3M | +31.8% | -1.7% | +33.5% | +32.1% |
| 6M | +37.5% | +1.0% | +36.5% | +37.5% |
| YTD | +27.9% | +39.9% | -12.0% | +24.4% |
| 1Y | +15.0% | +53.2% | -38.2% | +10.8% |
| 3Y | +27.2% | +16.3% | +10.9% | +30.8% |
| All | +27.2% | +18.0% | +9.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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