ρ +0.52beyond mkt +0.48holdout +0.47stable 100%robust
DBA Invesco DB Agriculture Fund
- Last close
- 26.11
- 504-day return
- +11.20%
- Median $/day
- $9.5M
- Relationships shown
- 7
together opposite · bar = ρ at each lag, −10 … 0 … +10 days · holdout ρ · click a card for the full picture
DBA vs SDCI
Both indexed to 100 at 2026-05-11.
Moves with DBA
Same day, ranked by what's left after the market and sector factors are removed ("beyond mkt").
ρ +0.50beyond mkt +0.47holdout +0.72stable 100%robust
ρ +0.51beyond mkt +0.44holdout +0.35stable 100%robust
ρ +0.47beyond mkt +0.44holdout +0.73stable 100%robust
ρ +0.48beyond mkt +0.42holdout +0.71stable 100%robust
ρ +0.43beyond mkt +0.33holdout +0.50stable 100%robust
Weekly, not daily
No day-to-day relationship, but 5- or 10-day returns move together.
horizon 10dρ +0.41holdout +0.40stable 38%moderate
Changed this quarter
Biggest shifts in same-day correlation over the last 63 trading days versus the year before.
Δ -0.49recent -0.34prior +0.15beyond mkt +0.02
Δ -0.47recent -0.40prior +0.07beyond mkt -0.01
Δ -0.47recent -0.40prior +0.07beyond mkt -0.04
Δ -0.46recent -0.32prior +0.15beyond mkt -0.02
Δ -0.45recent -0.30prior +0.15beyond mkt +0.02
Δ -0.44recent -0.38prior +0.07beyond mkt -0.04
Hidden links
Strong beyond-the-market co-movement with few shared neighbours.