+21.1%
COP vs DRI
+60.6%
-39.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +17.5% | +3.8% | +13.6% | +16.9% |
| 3M | +13.4% | +13.0% | +0.3% | +11.3% |
| 6M | +17.7% | +8.3% | +9.4% | +16.2% |
| YTD | +46.6% | +20.6% | +26.0% | +41.1% |
| 1Y | +44.6% | +6.5% | +38.2% | +42.9% |
| All | +21.1% | +60.6% | -39.5% | +15.3% |
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 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