+338.5%
COP vs DTE
+137.8%
+200.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +1.0% |
| 7D | +2.3% | -2.6% | +4.9% | +3.8% |
| 30D | +8.6% | -4.4% | +13.0% | +11.4% |
| 3M | +19.9% | -8.3% | +28.2% | +25.8% |
| 6M | +19.0% | -8.1% | +27.1% | +24.0% |
| YTD | +50.0% | +4.4% | +45.5% | +44.2% |
| 1Y | +50.5% | +0.2% | +50.3% | +48.1% |
| 3Y | +25.2% | +42.6% | -17.4% | -4.4% |
| 5Y | +194.3% | +31.5% | +162.8% | +132.4% |
| All | +338.5% | +137.8% | +200.7% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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