+337.5%
COP vs DD
+67.0%
+270.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +1.0% | -2.9% | +3.9% | +2.5% |
| 30D | +9.6% | -11.5% | +21.1% | +16.6% |
| 3M | +15.0% | -5.4% | +20.4% | +17.3% |
| 6M | +21.8% | -6.9% | +28.7% | +22.8% |
| YTD | +49.6% | +6.9% | +42.7% | +38.4% |
| 1Y | +49.9% | +35.6% | +14.2% | +19.3% |
| 3Y | +22.6% | +42.5% | -19.9% | -9.1% |
| 5Y | +193.6% | +58.5% | +135.1% | +94.8% |
| All | +337.5% | +67.0% | +270.5% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling