+197.8%
COP vs DT
+98.4%
+99.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +11.7% | +0.1% | +11.7% | +11.5% |
| 3M | +17.7% | +24.1% | -6.4% | +12.0% |
| 6M | +18.3% | +30.1% | -11.8% | +10.8% |
| YTD | +49.1% | +16.8% | +32.3% | +42.0% |
| 1Y | +53.3% | -0.1% | +53.4% | +50.6% |
| 3Y | +22.2% | +6.8% | +15.3% | +15.9% |
| 5Y | +193.3% | -28.4% | +221.7% | +192.8% |
| All | +197.8% | +98.4% | +99.3% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling