+57.2%
COP vs DRI
+32.5%
+24.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.1% |
| 7D | -8.4% | +3.1% | -11.5% | -7.9% |
| 30D | +0.3% | +16.2% | -16.0% | +2.2% |
| 3M | +15.1% | +8.4% | +6.7% | +16.3% |
| 6M | +19.8% | +19.0% | +0.8% | +23.2% |
| YTD | +46.8% | +28.8% | +18.0% | +52.6% |
| All | +57.2% | +32.5% | +24.8% | +66.3% |
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