+211.5%
COP vs DBX
+19.3%
+192.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | +11.7% | 0.0% | +11.7% | +11.4% |
| 3M | +17.7% | +26.1% | -8.4% | +10.7% |
| 6M | +18.3% | +29.4% | -11.0% | +9.7% |
| YTD | +49.1% | +24.4% | +24.6% | +39.4% |
| 1Y | +53.3% | +10.9% | +42.4% | +47.0% |
| 3Y | +22.2% | +24.1% | -1.9% | +10.7% |
| 5Y | +193.3% | +7.8% | +185.6% | +169.2% |
| All | +211.5% | +19.3% | +192.3% | +131.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling