+2.5%
CMCSA vs DBX
+20.9%
-18.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.1% |
| 7D | -5.6% | -1.8% | -3.7% | -5.3% |
| 30D | -1.9% | +2.8% | -4.7% | -2.5% |
| 3M | +6.4% | +26.8% | -20.3% | +1.7% |
| 6M | -16.9% | +32.8% | -49.7% | -21.7% |
| YTD | -6.8% | +26.1% | -32.9% | -11.4% |
| 1Y | -15.9% | +14.1% | -30.0% | -18.7% |
| 3Y | -33.4% | +25.7% | -59.1% | -38.1% |
| 5Y | -46.7% | +11.2% | -57.9% | -50.5% |
| All | +2.5% | +20.9% | -18.4% | -15.0% |
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