+3,922.7%
DELL vs COP
+344.8%
+3,577.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -5.5% |
| 7D | -1.9% | +1.0% | -2.9% | -2.2% |
| 30D | +14.9% | +9.6% | +5.3% | +11.5% |
| 3M | +37.2% | +15.0% | +22.2% | +30.4% |
| 6M | +254.0% | +21.8% | +232.2% | +227.5% |
| YTD | +306.1% | +49.6% | +256.5% | +250.7% |
| 1Y | +312.3% | +49.9% | +262.4% | +254.2% |
| 3Y | +654.0% | +22.6% | +631.4% | +581.3% |
| 5Y | +1,055.3% | +193.6% | +861.7% | +658.5% |
| All | +3,922.7% | +344.8% | +3,577.9% | +2,137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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