+329.9%
COP vs DD
+98.3%
+231.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | +3.4% | +6.7% | -3.3% | -0.2% |
| 30D | -0.6% | +19.4% | -20.0% | -10.0% |
| 3M | +10.8% | +7.6% | +3.1% | +5.6% |
| 6M | +19.6% | +2.9% | +16.7% | +15.5% |
| YTD | +52.9% | +29.9% | +23.0% | +26.8% |
| 1Y | +62.2% | +28.6% | +33.6% | +35.0% |
| 3Y | +32.4% | +90.0% | -57.6% | -16.7% |
| 5Y | +129.7% | +68.1% | +61.6% | +50.9% |
| All | +329.9% | +98.3% | +231.6% | +73.1% |
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