+40.5%
CSCO vs DBX
+7.4%
+33.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.3% |
| 7D | +6.6% | -6.3% | +12.9% | +6.5% |
| 30D | -11.3% | -5.9% | -5.5% | -11.4% |
| 3M | -17.3% | -0.4% | -17.0% | -17.2% |
| 6M | +3.5% | +29.8% | -26.3% | +2.3% |
| YTD | +34.9% | +20.5% | +14.3% | +30.8% |
| 1Y | +40.5% | +8.7% | +31.8% | +36.2% |
| All | +40.5% | +7.4% | +33.0% | +36.2% |
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