+22.3%
DBX vs COO
+23.4%
-1.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -1.0% | -1.9% |
| 7D | -2.4% | -2.2% | -0.2% | -1.6% |
| 30D | -0.5% | -7.0% | +6.5% | +2.2% |
| 3M | +28.1% | +12.2% | +15.8% | +22.1% |
| 6M | +33.1% | -15.1% | +48.2% | +40.6% |
| YTD | +25.3% | -15.1% | +40.4% | +32.3% |
| 1Y | +18.3% | +2.3% | +16.0% | +15.2% |
| 3Y | +25.0% | -23.7% | +48.7% | +31.8% |
| 5Y | +7.5% | -38.9% | +46.5% | +23.3% |
| All | +22.3% | +23.4% | -1.1% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling