+1.1%
CMCSA vs DBX
+9.0%
-7.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -3.3% | +6.4% | +3.6% |
| 30D | +19.5% | -5.9% | +25.4% | +20.4% |
| 3M | -2.4% | -6.7% | +4.3% | -1.7% |
| 6M | +3.8% | +28.0% | -24.1% | +2.8% |
| YTD | -5.4% | +20.6% | -26.0% | -4.3% |
| 1Y | +1.1% | +10.3% | -9.2% | +1.5% |
| All | +1.1% | +9.0% | -7.9% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling