+44.6%
COP vs D
+15.7%
+28.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | +17.5% | -3.6% | +21.0% | +17.6% |
| 3M | +13.4% | -1.0% | +14.3% | +13.5% |
| 6M | +17.7% | +6.3% | +11.5% | +17.4% |
| YTD | +46.6% | +14.7% | +31.9% | +45.3% |
| 1Y | +44.6% | +16.9% | +27.7% | +44.8% |
| All | +44.6% | +15.7% | +28.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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