+20.8%
COP vs DD
+47.1%
-26.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +15.6% | -7.4% | +23.0% | +17.8% |
| 3M | +14.3% | -6.4% | +20.8% | +15.8% |
| 6M | +17.0% | -2.5% | +19.5% | +15.7% |
| YTD | +47.4% | +10.2% | +37.2% | +38.4% |
| 1Y | +52.4% | +36.9% | +15.5% | +30.4% |
| 3Y | +20.8% | +47.0% | -26.2% | -3.2% |
| All | +20.8% | +47.1% | -26.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling