+50.5%
COP vs DTE
+1.0%
+49.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +2.3% | -2.6% | +4.9% | +2.4% |
| 30D | +8.6% | -4.4% | +13.0% | +8.9% |
| 3M | +19.9% | -8.3% | +28.2% | +20.9% |
| 6M | +19.0% | -8.1% | +27.1% | +19.7% |
| YTD | +50.0% | +4.4% | +45.5% | +45.8% |
| 1Y | +50.5% | +0.2% | +50.3% | +45.5% |
| All | +50.5% | +1.0% | +49.6% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling