+108.5%
CSCO vs DBX
+21.2%
+87.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | -10.1% | -2.9% | -7.2% | -9.8% |
| 3M | -11.7% | +23.8% | -35.6% | -15.4% |
| 6M | +40.1% | +26.2% | +13.9% | +32.9% |
| YTD | +43.8% | +21.6% | +22.2% | +37.4% |
| 1Y | +66.6% | +11.4% | +55.2% | +61.7% |
| 3Y | +108.5% | +21.3% | +87.2% | +82.5% |
| All | +108.5% | +21.2% | +87.3% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling