+24.6%
DBX vs COPX
+31.7%
-7.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.0% | -0.7% | +3.6% |
| 7D | -1.1% | -3.0% | +1.8% | -1.4% |
| 30D | +5.0% | -13.6% | +18.7% | +3.7% |
| 3M | +4.6% | -11.2% | +15.8% | +3.6% |
| 6M | +43.9% | -2.4% | +46.3% | +44.2% |
| YTD | +29.9% | +4.2% | +25.6% | +30.3% |
| 1Y | +24.6% | +32.2% | -7.6% | +20.4% |
| All | +24.6% | +31.7% | -7.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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