+114.0%
CSCO vs DBX
+7.2%
+106.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.6% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -10.1% | -2.9% | -7.2% | -9.8% |
| 3M | -11.7% | +23.8% | -35.6% | -16.4% |
| 6M | +40.1% | +26.2% | +13.9% | +31.1% |
| YTD | +43.8% | +21.6% | +22.2% | +35.7% |
| 1Y | +66.6% | +11.4% | +55.2% | +60.0% |
| 3Y | +108.5% | +21.3% | +87.2% | +89.7% |
| 5Y | +114.0% | +6.7% | +107.3% | +87.1% |
| All | +114.0% | +7.2% | +106.8% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling