+224.0%
CSCO vs DBX
+20.9%
+203.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -10.8% | +2.8% | -13.6% | -11.7% |
| 3M | -9.2% | +26.8% | -36.0% | -15.2% |
| 6M | +39.5% | +32.8% | +6.8% | +27.8% |
| YTD | +41.5% | +26.1% | +15.4% | +31.2% |
| 1Y | +61.0% | +14.1% | +46.8% | +52.6% |
| 3Y | +105.2% | +25.7% | +79.5% | +84.5% |
| 5Y | +113.4% | +11.2% | +102.3% | +93.4% |
| All | +224.0% | +20.9% | +203.1% | +146.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling