+11.2%
DBX vs BG
+88.4%
-77.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -1.8% | +3.7% | -5.5% | -2.2% |
| 30D | +2.8% | +12.3% | -9.5% | +1.5% |
| 3M | +26.8% | -2.2% | +29.0% | +27.0% |
| 6M | +32.8% | +5.3% | +27.4% | +31.7% |
| YTD | +26.1% | +42.4% | -16.3% | +19.8% |
| 1Y | +14.1% | +55.2% | -41.1% | +6.9% |
| 3Y | +25.7% | +21.0% | +4.8% | +21.9% |
| 5Y | +11.2% | +87.1% | -76.0% | -10.9% |
| All | +11.2% | +88.4% | -77.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling