+65.9%
CSCO vs DBX
+12.9%
+53.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.2% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -10.7% | 0.0% | -10.7% | -10.6% |
| 3M | -8.7% | +26.1% | -34.8% | -9.6% |
| 6M | +44.9% | +29.4% | +15.6% | +42.0% |
| YTD | +44.1% | +24.4% | +19.7% | +41.1% |
| 1Y | +65.9% | +10.9% | +55.0% | +59.7% |
| All | +65.9% | +12.9% | +53.0% | +59.7% |
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 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