+15.0%
DBX vs COPX
+73.7%
-58.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | -2.3% | +4.4% | +2.0% |
| 30D | +5.7% | +0.3% | +5.5% | +5.9% |
| 3M | +31.8% | +6.8% | +25.0% | +32.8% |
| 6M | +37.5% | +7.9% | +29.5% | +39.2% |
| YTD | +27.9% | +23.7% | +4.2% | +27.2% |
| 1Y | +15.0% | +71.5% | -56.5% | +6.7% |
| All | +15.0% | +73.7% | -58.7% | +6.7% |
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