+10.4%
DBX vs COO
-38.8%
+49.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -2.0% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -0.5% | -7.0% | +6.5% | +1.8% |
| 3M | +28.1% | +12.2% | +15.8% | +23.1% |
| 6M | +33.1% | -15.1% | +48.2% | +39.8% |
| YTD | +25.3% | -15.1% | +40.4% | +31.5% |
| 1Y | +18.3% | +2.3% | +16.0% | +15.7% |
| 3Y | +25.0% | -23.7% | +48.7% | +31.3% |
| All | +10.4% | -38.8% | +49.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling