+229.3%
CSCO vs DBX
+20.1%
+209.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.1% |
| 7D | -0.7% | -2.4% | +1.8% | -0.1% |
| 30D | -10.1% | -0.5% | -9.6% | -10.3% |
| 3M | -15.7% | +28.1% | -43.7% | -21.5% |
| 6M | +36.3% | +33.1% | +3.2% | +24.7% |
| YTD | +43.8% | +25.3% | +18.5% | +33.6% |
| 1Y | +63.9% | +18.3% | +45.6% | +53.8% |
| 3Y | +104.4% | +25.0% | +79.3% | +84.0% |
| 5Y | +111.4% | +7.5% | +103.8% | +93.3% |
| All | +229.3% | +20.1% | +209.2% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling