+752.7%
COP vs DLR
+3,457.3%
-2,704.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -2.2% |
| 7D | -8.4% | +2.4% | -10.8% | -9.1% |
| 30D | +0.3% | +0.7% | -0.5% | -0.1% |
| 3M | +15.1% | -6.4% | +21.5% | +16.6% |
| 6M | +19.8% | -6.5% | +26.3% | +20.7% |
| YTD | +46.8% | +18.8% | +28.0% | +37.9% |
| 1Y | +59.7% | +9.0% | +50.7% | +53.5% |
| 3Y | +28.7% | +54.5% | -25.8% | +10.1% |
| 5Y | +110.7% | +35.8% | +74.9% | +81.7% |
| 10Y | +298.3% | +177.5% | +120.8% | +163.7% |
| All | +752.7% | +3,457.3% | -2,704.6% | +169.4% |
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