+24.8%
DBX vs COO
-22.0%
+46.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.2% |
| 7D | -2.4% | -2.2% | -0.2% | -2.1% |
| 30D | -0.5% | -7.0% | +6.5% | +0.7% |
| 3M | +28.1% | +12.2% | +15.8% | +25.7% |
| 6M | +33.1% | -15.1% | +48.2% | +36.9% |
| YTD | +25.3% | -15.1% | +40.4% | +28.8% |
| 1Y | +18.3% | +2.3% | +16.0% | +17.3% |
| All | +24.8% | -22.0% | +46.8% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling