+4,492.0%
COP vs DD
+961.9%
+3,530.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | +3.0% | -3.5% | +6.5% | +4.4% |
| 30D | +17.5% | -10.3% | +27.8% | +22.2% |
| 3M | +13.4% | -7.5% | +20.9% | +16.0% |
| 6M | +17.7% | -8.0% | +25.7% | +19.3% |
| YTD | +46.6% | +10.5% | +36.1% | +37.9% |
| 1Y | +44.6% | +38.3% | +6.3% | +24.0% |
| 3Y | +20.7% | +42.5% | -21.8% | +0.4% |
| 5Y | +185.0% | +60.2% | +124.9% | +123.2% |
| 10Y | +347.0% | +68.9% | +278.1% | +235.8% |
| All | +4,492.0% | +961.9% | +3,530.1% | +2,166.0% |
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