+51.6%
COP vs DLR
+21.1%
+30.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.8% | +3.4% | -4.2% | -0.7% |
| 30D | +15.6% | -2.2% | +17.8% | +15.5% |
| 3M | +14.3% | +4.7% | +9.6% | +14.8% |
| 6M | +17.0% | +9.0% | +8.0% | +15.7% |
| YTD | +47.4% | +24.1% | +23.3% | +41.8% |
| All | +51.6% | +21.1% | +30.5% | +47.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling