+21.5%
DBX vs COO
+12.6%
+8.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.2% | +8.5% | +4.6% |
| 7D | +0.3% | -9.0% | +9.2% | +3.7% |
| 30D | 0.0% | -16.8% | +16.8% | +6.9% |
| 3M | +26.1% | -7.5% | +33.6% | +29.3% |
| 6M | +29.4% | -16.3% | +45.6% | +37.1% |
| YTD | +24.4% | -22.5% | +47.0% | +35.8% |
| 1Y | +10.9% | -7.0% | +17.9% | +11.7% |
| 3Y | +24.1% | -27.5% | +51.5% | +32.4% |
| 5Y | +7.8% | -43.3% | +51.1% | +26.7% |
| All | +21.5% | +12.6% | +8.9% | -12.5% |
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