+329.9%
COP vs DRI
+330.2%
-0.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -0.6% | +10.8% | -11.4% | -4.9% |
| 3M | +10.8% | +0.9% | +9.8% | +9.6% |
| 6M | +19.6% | +16.3% | +3.3% | +11.0% |
| YTD | +52.9% | +27.8% | +25.1% | +35.0% |
| 1Y | +62.2% | +33.9% | +28.4% | +40.0% |
| 3Y | +32.4% | +67.2% | -34.8% | +0.9% |
| 5Y | +129.7% | +79.0% | +50.7% | +64.4% |
| All | +329.9% | +330.2% | -0.3% | +100.0% |
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