+110.7%
COP vs DLR
+36.4%
+74.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.6% |
| 7D | -8.4% | +2.4% | -10.8% | -8.7% |
| 30D | +0.3% | +0.7% | -0.5% | +0.2% |
| 3M | +15.1% | -6.4% | +21.5% | +15.7% |
| 6M | +19.8% | -6.5% | +26.3% | +20.2% |
| YTD | +46.8% | +18.8% | +28.0% | +42.5% |
| 1Y | +59.7% | +9.0% | +50.7% | +56.8% |
| 3Y | +28.7% | +54.5% | -25.8% | +20.5% |
| 5Y | +110.7% | +35.8% | +74.9% | +93.0% |
| All | +110.7% | +36.4% | +74.3% | +93.0% |
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