+191.7%
COP vs DLR
+35.6%
+156.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.8% | +3.4% | -4.2% | -1.2% |
| 30D | +15.6% | -2.2% | +17.8% | +15.8% |
| 3M | +14.3% | +4.7% | +9.6% | +13.6% |
| 6M | +17.0% | +9.0% | +8.0% | +15.4% |
| YTD | +47.4% | +24.1% | +23.3% | +43.0% |
| 1Y | +52.4% | +20.9% | +31.5% | +48.2% |
| 3Y | +20.8% | +60.0% | -39.2% | +13.5% |
| 5Y | +191.7% | +35.3% | +156.4% | +182.9% |
| All | +191.7% | +35.6% | +156.1% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling