+4,518.6%
COP vs DTE
+3,521.9%
+996.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | -0.8% | +0.9% | -1.7% | -1.3% |
| 30D | +15.6% | -1.9% | +17.5% | +16.6% |
| 3M | +14.3% | -3.3% | +17.7% | +16.0% |
| 6M | +17.0% | -7.1% | +24.1% | +20.6% |
| YTD | +47.4% | +8.1% | +39.3% | +40.4% |
| 1Y | +52.4% | +5.3% | +47.1% | +46.9% |
| 3Y | +20.8% | +48.2% | -27.3% | -4.4% |
| 5Y | +191.7% | +33.2% | +158.4% | +141.1% |
| 10Y | +325.1% | +137.5% | +187.6% | +161.0% |
| All | +4,518.6% | +3,521.9% | +996.7% | +920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling