+24.9%
DBX vs COPX
+297.7%
-272.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +2.1% | -2.3% | +4.4% | +2.6% |
| 30D | +5.7% | +0.3% | +5.5% | +5.3% |
| 3M | +31.8% | +6.8% | +25.0% | +28.2% |
| 6M | +37.5% | +7.9% | +29.5% | +30.9% |
| YTD | +27.9% | +23.7% | +4.2% | +14.7% |
| 1Y | +15.0% | +71.5% | -56.5% | -8.6% |
| 3Y | +27.2% | +149.1% | -121.9% | -14.9% |
| 5Y | +12.8% | +167.3% | -154.5% | -28.6% |
| All | +24.9% | +297.7% | -272.8% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling