+191.7%
COP vs DD
+61.7%
+130.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +15.6% | -7.4% | +23.0% | +18.5% |
| 3M | +14.3% | -6.4% | +20.8% | +16.3% |
| 6M | +17.0% | -2.5% | +19.5% | +15.7% |
| YTD | +47.4% | +10.2% | +37.2% | +37.7% |
| 1Y | +52.4% | +36.9% | +15.5% | +28.6% |
| 3Y | +20.8% | +47.0% | -26.2% | -4.2% |
| 5Y | +191.7% | +63.1% | +128.5% | +112.8% |
| All | +191.7% | +61.7% | +130.0% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling