+4.0%
CMCSA vs DBX
+15.6%
-11.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -3.3% | +6.4% | +3.7% |
| 30D | +19.5% | -5.9% | +25.4% | +20.8% |
| 3M | -2.4% | -6.7% | +4.3% | -1.4% |
| 6M | +3.8% | +28.0% | -24.1% | -1.1% |
| YTD | -5.4% | +20.6% | -26.0% | -9.4% |
| 1Y | +1.1% | +10.3% | -9.2% | -1.7% |
| 3Y | -27.1% | +24.0% | -51.2% | -32.2% |
| 5Y | -40.3% | +24.2% | -64.5% | -45.4% |
| All | +4.0% | +15.6% | -11.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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