+4,499.1%
COP vs DD
+1,151.9%
+3,347.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.9% | -7.2% | -3.5% |
| 7D | -8.4% | +9.8% | -18.2% | -11.9% |
| 30D | +0.3% | +19.3% | -19.1% | -6.6% |
| 3M | +15.1% | +9.4% | +5.7% | +10.6% |
| 6M | +19.8% | +4.8% | +15.0% | +16.1% |
| YTD | +46.8% | +30.2% | +16.6% | +29.2% |
| 1Y | +59.7% | +32.2% | +27.5% | +39.7% |
| 3Y | +28.7% | +93.1% | -64.4% | -4.9% |
| 5Y | +110.7% | +68.0% | +42.7% | +61.8% |
| 10Y | +298.3% | +98.5% | +199.8% | +180.1% |
| All | +4,499.1% | +1,151.9% | +3,347.2% | +2,022.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling