+2,568.5%
COP vs DRI
+7,978.2%
-5,409.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -11.5% | +2.8% | -14.3% | -12.3% |
| 30D | +5.0% | +13.3% | -8.3% | +1.4% |
| 3M | +17.5% | +8.2% | +9.3% | +14.6% |
| 6M | +16.2% | +17.5% | -1.3% | +10.5% |
| YTD | +48.8% | +26.9% | +21.9% | +37.8% |
| 1Y | +64.1% | +31.6% | +32.5% | +50.2% |
| 3Y | +25.7% | +67.0% | -41.3% | +6.6% |
| 5Y | +114.4% | +72.9% | +41.5% | +77.2% |
| 10Y | +331.7% | +371.3% | -39.7% | +167.9% |
| All | +2,568.5% | +7,978.2% | -5,409.6% | +995.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling