+44.6%
COP vs DD
+41.5%
+3.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.0% |
| 7D | +3.0% | -3.5% | +6.5% | +2.7% |
| 30D | +17.5% | -10.3% | +27.8% | +16.4% |
| 3M | +13.4% | -7.5% | +20.9% | +12.9% |
| 6M | +17.7% | -8.0% | +25.7% | +18.2% |
| YTD | +46.6% | +10.5% | +36.1% | +43.1% |
| 1Y | +44.6% | +38.3% | +6.3% | +40.0% |
| All | +44.6% | +41.5% | +3.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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