+107.2%
COST vs DBX
+10.1%
+97.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -4.4% | +2.8% | -7.3% | -5.1% |
| 3M | -8.1% | +26.8% | -34.9% | -12.4% |
| 6M | -9.2% | +32.8% | -42.0% | -14.8% |
| YTD | +5.1% | +26.1% | -21.0% | -0.3% |
| 1Y | -5.1% | +14.1% | -19.2% | -8.3% |
| 3Y | +70.4% | +25.7% | +44.6% | +56.2% |
| All | +107.2% | +10.1% | +97.0% | +86.7% |
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