+18.7%
DBX vs COPX
+323.9%
-305.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -4.1% |
| 7D | -1.3% | +5.8% | -7.1% | -2.9% |
| 30D | -2.9% | +7.2% | -10.1% | -4.9% |
| 3M | +23.8% | +16.5% | +7.3% | +17.5% |
| 6M | +26.2% | +18.4% | +7.8% | +17.1% |
| YTD | +21.6% | +31.9% | -10.3% | +7.3% |
| 1Y | +11.4% | +88.5% | -77.1% | -13.8% |
| 3Y | +21.3% | +173.1% | -151.8% | -21.0% |
| 5Y | +6.7% | +193.1% | -186.5% | -34.3% |
| All | +18.7% | +323.9% | -305.2% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling