+11.4%
DBX vs COO
-2.5%
+13.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.7% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | -2.9% | -8.8% | +5.9% | -2.2% |
| 3M | +23.8% | +1.3% | +22.5% | +24.3% |
| 6M | +26.2% | -11.6% | +37.8% | +28.4% |
| YTD | +21.6% | -17.4% | +39.0% | +24.5% |
| 1Y | +11.4% | -1.6% | +13.0% | +12.7% |
| All | +11.4% | -2.5% | +13.9% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling