+24.9%
DBX vs BRKR
+85.0%
-60.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.1% | -8.7% | +10.8% | +4.1% |
| 30D | +5.7% | -9.9% | +15.6% | +8.0% |
| 3M | +31.8% | -3.1% | +34.9% | +29.6% |
| 6M | +37.5% | +45.5% | -8.0% | +19.3% |
| YTD | +27.9% | +13.7% | +14.2% | +18.0% |
| 1Y | +15.0% | +67.4% | -52.4% | -6.8% |
| 3Y | +27.2% | -13.2% | +40.4% | +18.8% |
| 5Y | +12.8% | -39.5% | +52.3% | +17.3% |
| All | +24.9% | +85.0% | -60.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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