+51.5%
COP vs D
+18.4%
+33.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | +3.0% | +1.5% | +1.5% | +2.9% |
| 30D | +17.5% | -2.6% | +20.1% | +17.6% |
| 3M | +13.4% | 0.0% | +13.3% | +13.5% |
| 6M | +17.7% | +7.4% | +10.4% | +17.4% |
| YTD | +46.6% | +15.9% | +30.7% | +45.4% |
| All | +51.5% | +18.4% | +33.1% | +52.6% |
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