-46.7%
CMCSA vs DBX
+8.4%
-55.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.0% | +2.1% |
| 7D | -5.6% | -1.8% | -3.7% | -5.2% |
| 30D | -1.9% | +2.8% | -4.7% | -2.6% |
| 3M | +6.4% | +26.8% | -20.3% | +1.0% |
| 6M | -16.9% | +32.8% | -49.7% | -22.4% |
| YTD | -6.8% | +26.1% | -32.9% | -11.9% |
| 1Y | -15.9% | +14.1% | -30.0% | -18.9% |
| 3Y | -33.4% | +25.7% | -59.1% | -39.3% |
| 5Y | -46.7% | +11.2% | -57.9% | -53.2% |
| All | -46.7% | +8.4% | -55.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling