+192.8%
COP vs DT
+103.5%
+89.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.8% |
| 7D | +3.0% | -3.3% | +6.3% | +3.6% |
| 30D | +17.5% | +2.0% | +15.4% | +16.8% |
| 3M | +13.4% | +20.0% | -6.6% | +8.7% |
| 6M | +17.7% | +39.3% | -21.6% | +8.7% |
| YTD | +46.6% | +19.8% | +26.8% | +39.0% |
| 1Y | +44.6% | +4.3% | +40.3% | +40.8% |
| 3Y | +20.7% | +7.7% | +13.0% | +14.4% |
| 5Y | +185.0% | -26.8% | +211.9% | +183.6% |
| All | +192.8% | +103.5% | +89.3% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling