+25.7%
COP vs D
+79.5%
-53.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -11.5% | +3.0% | -14.5% | -11.9% |
| 30D | +5.0% | +11.5% | -6.5% | +3.2% |
| 3M | +17.5% | +3.7% | +13.8% | +16.8% |
| 6M | +16.2% | +13.5% | +2.7% | +13.8% |
| YTD | +48.8% | +20.7% | +28.1% | +43.9% |
| 1Y | +64.1% | +18.2% | +45.9% | +59.1% |
| 3Y | +25.7% | +73.3% | -47.6% | +16.7% |
| All | +25.7% | +79.5% | -53.9% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling