+458.0%
COST vs DBX
+19.3%
+438.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | -2.8% | +0.3% | -3.0% | -2.9% |
| 30D | -5.3% | 0.0% | -5.3% | -5.4% |
| 3M | -6.7% | +26.1% | -32.8% | -10.3% |
| 6M | -9.9% | +29.4% | -39.3% | -14.2% |
| YTD | +5.1% | +24.4% | -19.3% | +0.7% |
| 1Y | -7.3% | +10.9% | -18.2% | -9.6% |
| 3Y | +70.4% | +24.1% | +46.3% | +60.1% |
| 5Y | +104.4% | +7.8% | +96.7% | +91.6% |
| All | +458.0% | +19.3% | +438.8% | +370.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling