+63.9%
CSCO vs DBX
+20.4%
+43.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.6% |
| 7D | -0.7% | -2.4% | +1.8% | -0.6% |
| 30D | -10.1% | -0.5% | -9.6% | -9.9% |
| 3M | -15.7% | +28.1% | -43.7% | -16.5% |
| 6M | +36.3% | +33.1% | +3.2% | +33.4% |
| YTD | +43.8% | +25.3% | +18.5% | +40.8% |
| 1Y | +63.9% | +18.3% | +45.6% | +60.3% |
| All | +63.9% | +20.4% | +43.5% | +60.3% |
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