+4,560.7%
COP vs D
+2,450.0%
+2,110.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.3% |
| 7D | -11.5% | +3.0% | -14.5% | -12.9% |
| 30D | +5.0% | +11.5% | -6.5% | -0.4% |
| 3M | +17.5% | +3.7% | +13.8% | +15.1% |
| 6M | +16.2% | +13.5% | +2.7% | +8.8% |
| YTD | +48.8% | +20.7% | +28.1% | +34.9% |
| 1Y | +64.1% | +18.2% | +45.9% | +49.9% |
| 3Y | +25.7% | +73.3% | -47.6% | -6.8% |
| 5Y | +114.4% | +12.3% | +102.1% | +92.5% |
| 10Y | +331.7% | +43.4% | +288.3% | +225.0% |
| All | +4,560.7% | +2,450.0% | +2,110.7% | +1,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling