+19.0%
DLR vs COO
+4.1%
+14.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | -3.4% | -7.0% | +3.7% | -2.6% |
| 3M | +0.5% | +12.2% | -11.7% | -1.8% |
| 6M | +4.6% | -15.1% | +19.7% | +6.6% |
| YTD | +23.4% | -15.1% | +38.5% | +25.7% |
| 1Y | +19.0% | +2.3% | +16.7% | +18.8% |
| All | +19.0% | +4.1% | +14.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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