+336.7%
COP vs D
+48.0%
+288.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -1.4% | +5.8% | +4.9% |
| 30D | 0.0% | +7.7% | -7.8% | -2.6% |
| 3M | +15.0% | -0.3% | +15.3% | +14.8% |
| 6M | +22.0% | +10.1% | +11.9% | +17.6% |
| YTD | +55.3% | +19.1% | +36.3% | +45.4% |
| 1Y | +64.1% | +15.9% | +48.2% | +54.8% |
| 3Y | +34.1% | +75.0% | -40.9% | +6.9% |
| 5Y | +133.4% | +13.4% | +120.0% | +118.7% |
| All | +336.7% | +48.0% | +288.7% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling