+60.7%
COP vs DRI
+34.0%
+26.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.1% | -10.3% | -4.4% |
| 7D | -8.1% | +6.5% | -14.6% | -7.3% |
| 30D | +6.7% | +16.4% | -9.8% | +8.7% |
| 3M | +16.9% | +13.6% | +3.2% | +19.0% |
| 6M | +11.2% | +22.0% | -10.8% | +14.6% |
| YTD | +49.5% | +29.3% | +20.2% | +55.0% |
| 1Y | +60.7% | +32.0% | +28.7% | +67.3% |
| All | +60.7% | +34.0% | +26.7% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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