+336.7%
COP vs DE
+762.0%
-425.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +4.4% | +0.3% | +4.1% | +4.2% |
| 30D | 0.0% | +3.6% | -3.6% | -2.0% |
| 3M | +15.0% | +10.2% | +4.8% | +8.4% |
| 6M | +22.0% | +16.6% | +5.4% | +9.9% |
| YTD | +55.3% | +45.8% | +9.5% | +20.7% |
| 1Y | +64.1% | +43.9% | +20.2% | +28.1% |
| 3Y | +34.1% | +89.6% | -55.5% | -14.4% |
| 5Y | +133.4% | +100.3% | +33.1% | +37.4% |
| All | +336.7% | +762.0% | -425.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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