+459.4%
COST vs DBX
+22.6%
+436.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.5% |
| 30D | -4.7% | +5.7% | -10.5% | -5.7% |
| 3M | -7.1% | +31.8% | -38.9% | -11.3% |
| 6M | -8.5% | +37.5% | -46.0% | -13.7% |
| YTD | +5.4% | +27.9% | -22.5% | +0.5% |
| 1Y | -5.6% | +15.0% | -20.7% | -8.6% |
| 3Y | +68.5% | +27.2% | +41.3% | +57.7% |
| 5Y | +105.2% | +12.8% | +92.5% | +91.1% |
| All | +459.4% | +22.6% | +436.8% | +369.1% |
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