+18.7%
DBX vs BG
+120.3%
-101.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.8% |
| 7D | -1.3% | +2.4% | -3.7% | -1.8% |
| 30D | -2.9% | +15.0% | -17.9% | -5.8% |
| 3M | +23.8% | -0.7% | +24.5% | +23.5% |
| 6M | +26.2% | +7.5% | +18.7% | +23.4% |
| YTD | +21.6% | +41.6% | -20.0% | +11.4% |
| 1Y | +11.4% | +50.7% | -39.2% | +0.3% |
| 3Y | +21.3% | +20.3% | +1.0% | +13.8% |
| 5Y | +6.7% | +85.2% | -78.6% | -14.5% |
| All | +18.7% | +120.3% | -101.6% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling