+25.4%
DBX vs COPX
+149.6%
-124.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +1.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.6% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +26.8% | +14.8% | +12.0% | +24.8% |
| 6M | +32.8% | +7.0% | +25.7% | +31.1% |
| YTD | +26.1% | +23.8% | +2.2% | +19.8% |
| 1Y | +14.1% | +75.7% | -61.6% | -0.1% |
| All | +25.4% | +149.6% | -124.2% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling