+340.2%
COP vs DLR
+168.0%
+172.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.5% | +2.9% | -3.4% | -1.0% |
| 30D | +11.7% | -1.2% | +12.9% | +11.9% |
| 3M | +17.7% | +2.9% | +14.8% | +16.7% |
| 6M | +18.3% | +6.7% | +11.6% | +16.1% |
| YTD | +49.1% | +23.9% | +25.2% | +41.8% |
| 1Y | +53.3% | +18.6% | +34.7% | +46.9% |
| 3Y | +22.2% | +59.7% | -37.5% | +8.6% |
| 5Y | +193.3% | +42.1% | +151.3% | +164.8% |
| 10Y | +340.2% | +176.7% | +163.5% | +235.7% |
| All | +340.2% | +168.0% | +172.2% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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