+192.5%
COP vs DTE
+32.9%
+159.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +11.7% | -0.5% | +12.2% | +11.9% |
| 3M | +17.7% | -6.0% | +23.7% | +19.9% |
| 6M | +18.3% | -7.2% | +25.5% | +20.7% |
| YTD | +49.1% | +7.2% | +41.9% | +44.5% |
| 1Y | +53.3% | +4.1% | +49.3% | +49.9% |
| 3Y | +22.2% | +46.9% | -24.7% | +3.9% |
| All | +192.5% | +32.9% | +159.6% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling