+6.7%
DBX vs BUD
+45.2%
-38.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.2% | -2.7% |
| 7D | -1.3% | +0.8% | -2.1% | -1.5% |
| 30D | -2.9% | -4.8% | +1.9% | -1.7% |
| 3M | +23.8% | +1.4% | +22.5% | +23.4% |
| 6M | +26.2% | +9.9% | +16.3% | +22.8% |
| YTD | +21.6% | +26.3% | -4.7% | +13.4% |
| 1Y | +11.4% | +36.1% | -24.7% | +1.5% |
| 3Y | +21.3% | +48.6% | -27.3% | +4.5% |
| 5Y | +6.7% | +45.0% | -38.3% | -11.2% |
| All | +6.7% | +45.2% | -38.5% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling