+298.3%
COP vs ALLY
+201.0%
+97.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | -8.4% | -0.2% | -8.2% | -8.5% |
| 30D | +0.3% | +3.4% | -3.2% | -1.5% |
| 3M | +15.1% | -11.1% | +26.2% | +20.1% |
| 6M | +19.8% | -11.5% | +31.3% | +23.9% |
| YTD | +46.8% | -12.3% | +59.1% | +50.6% |
| 1Y | +59.7% | +1.1% | +58.6% | +53.6% |
| 3Y | +28.7% | +64.8% | -36.1% | -5.7% |
| 5Y | +110.7% | -6.9% | +117.6% | +89.3% |
| 10Y | +298.3% | +194.9% | +103.3% | +97.5% |
| All | +298.3% | +201.0% | +97.3% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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