+27.2%
DBX vs BOXX
+14.7%
+12.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.2% |
| 7D | +2.1% | +0.1% | +2.0% | +1.8% |
| 30D | +5.7% | +0.3% | +5.4% | +3.5% |
| 3M | +31.8% | +1.0% | +30.8% | +22.4% |
| 6M | +37.5% | +1.9% | +35.5% | +20.9% |
| YTD | +27.9% | +2.7% | +25.2% | +8.1% |
| 1Y | +15.0% | +4.0% | +11.0% | -9.2% |
| 3Y | +27.2% | +14.7% | +12.5% | -31.0% |
| All | +27.2% | +14.7% | +12.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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