+25.7%
COP vs DRI
+66.4%
-40.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -11.5% | +2.8% | -14.3% | -11.8% |
| 30D | +5.0% | +13.3% | -8.3% | +3.4% |
| 3M | +17.5% | +8.2% | +9.3% | +16.2% |
| 6M | +16.2% | +17.5% | -1.3% | +13.4% |
| YTD | +48.8% | +26.9% | +21.9% | +42.0% |
| 1Y | +64.1% | +31.6% | +32.5% | +55.2% |
| 3Y | +25.7% | +67.0% | -41.3% | +15.6% |
| All | +25.7% | +66.4% | -40.8% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling