+338.5%
COP vs DRI
+353.8%
-15.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +2.3% | -3.2% | +5.5% | +3.6% |
| 30D | +8.6% | -7.8% | +16.4% | +12.0% |
| 3M | +19.9% | +0.4% | +19.5% | +19.0% |
| 6M | +19.0% | +4.8% | +14.2% | +15.2% |
| YTD | +50.0% | +16.7% | +33.2% | +38.0% |
| 1Y | +50.5% | +1.5% | +49.0% | +46.3% |
| 3Y | +25.2% | +56.3% | -31.0% | -1.6% |
| 5Y | +194.3% | +66.4% | +127.8% | +117.4% |
| All | +338.5% | +353.8% | -15.3% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling