+2,555.2%
COP vs DRI
+8,060.6%
-5,505.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -6.1% | +4.2% | -10.3% | -7.2% |
| 30D | +1.1% | +15.7% | -14.6% | -2.8% |
| 3M | +10.9% | +5.8% | +5.2% | +8.9% |
| 6M | +20.8% | +18.4% | +2.3% | +14.6% |
| YTD | +48.0% | +28.2% | +19.8% | +36.7% |
| 1Y | +58.5% | +35.9% | +22.6% | +43.9% |
| 3Y | +28.1% | +67.7% | -39.6% | +8.5% |
| 5Y | +120.5% | +77.9% | +42.6% | +80.8% |
| 10Y | +310.1% | +338.7% | -28.6% | +157.9% |
| All | +2,555.2% | +8,060.6% | -5,505.4% | +987.2% |
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