+24.9%
DBX vs BR
+82.7%
-57.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +2.1% | -3.0% | +5.1% | +3.7% |
| 30D | +5.7% | -0.3% | +6.0% | +6.0% |
| 3M | +31.8% | +17.3% | +14.5% | +21.3% |
| 6M | +37.5% | -6.7% | +44.2% | +41.7% |
| YTD | +27.9% | -23.4% | +51.4% | +45.2% |
| 1Y | +15.0% | -32.7% | +47.7% | +39.5% |
| 3Y | +27.2% | -5.9% | +33.1% | +27.1% |
| 5Y | +12.8% | +8.4% | +4.3% | +2.0% |
| All | +24.9% | +82.7% | -57.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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