+18.7%
DBX vs BR
+83.7%
-65.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.5% | -1.7% |
| 7D | -1.3% | -5.9% | +4.6% | +1.9% |
| 30D | -2.9% | +1.9% | -4.8% | -3.8% |
| 3M | +23.8% | +14.7% | +9.2% | +15.3% |
| 6M | +26.2% | -12.8% | +39.0% | +34.6% |
| YTD | +21.6% | -23.0% | +44.7% | +37.7% |
| 1Y | +11.4% | -31.7% | +43.1% | +34.1% |
| 3Y | +21.3% | -4.8% | +26.0% | +20.4% |
| 5Y | +6.7% | +7.8% | -1.2% | -3.3% |
| All | +18.7% | +83.7% | -65.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling