+34.2%
DBX vs BIYA
-99.8%
+134.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.5% |
| 7D | +2.1% | -1.8% | +3.9% | +2.1% |
| 30D | +5.7% | -17.5% | +23.2% | +6.0% |
| 3M | +31.8% | -78.0% | +109.8% | +32.1% |
| 6M | +37.5% | -89.5% | +126.9% | +37.3% |
| YTD | +27.9% | -94.3% | +122.2% | +27.9% |
| 1Y | +15.0% | -98.6% | +113.6% | +17.6% |
| All | +34.2% | -99.8% | +134.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling