+3,999.6%
COP vs DHI
+12,596.5%
-8,597.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | -2.3% | +1.9% | -0.1% |
| 30D | +11.7% | -5.3% | +17.0% | +12.6% |
| 3M | +17.7% | -7.8% | +25.4% | +18.6% |
| 6M | +18.3% | -5.4% | +23.7% | +18.1% |
| YTD | +49.1% | -2.7% | +51.7% | +47.8% |
| 1Y | +53.3% | -21.0% | +74.3% | +57.2% |
| 3Y | +22.2% | +22.2% | 0.0% | +13.6% |
| 5Y | +193.3% | +62.2% | +131.1% | +153.3% |
| 10Y | +340.2% | +414.3% | -74.0% | +207.5% |
| All | +3,999.6% | +12,596.5% | -8,597.0% | +1,751.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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