+751.3%
COP vs DLR
+3,595.7%
-2,844.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | +1.6% | +1.4% | +2.5% |
| 30D | +17.5% | -3.4% | +20.8% | +18.4% |
| 3M | +13.4% | +0.5% | +12.9% | +12.5% |
| 6M | +17.7% | +4.6% | +13.2% | +15.1% |
| YTD | +46.6% | +23.4% | +23.2% | +36.8% |
| 1Y | +44.6% | +19.0% | +25.6% | +36.0% |
| 3Y | +20.7% | +56.5% | -35.8% | +3.0% |
| 5Y | +185.0% | +33.3% | +151.7% | +147.9% |
| 10Y | +347.0% | +165.1% | +181.8% | +200.9% |
| All | +751.3% | +3,595.7% | -2,844.3% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling