+17.7%
DBX vs COO
+11.1%
+6.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -3.3% | +0.5% | -3.7% | -3.5% |
| 30D | -5.9% | +14.2% | -20.0% | -10.3% |
| 3M | -6.7% | -18.2% | +11.5% | -0.5% |
| 6M | +28.0% | +5.3% | +22.6% | +23.5% |
| YTD | +20.6% | -23.6% | +44.2% | +31.0% |
| 1Y | +10.3% | -12.7% | +23.0% | +13.2% |
| 3Y | +24.0% | -24.2% | +48.2% | +28.5% |
| 5Y | +24.2% | -40.0% | +64.2% | +40.9% |
| All | +17.7% | +11.1% | +6.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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