+181.2%
DLR vs COO
+41.1%
+140.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +3.3% | +0.5% | +2.9% | +3.2% |
| 30D | +4.6% | +14.2% | -9.6% | 0.0% |
| 3M | -8.3% | -18.2% | +9.9% | -2.8% |
| 6M | -5.6% | +5.3% | -11.0% | -8.8% |
| YTD | +18.7% | -23.6% | +42.3% | +27.9% |
| 1Y | +17.1% | -12.7% | +29.8% | +20.1% |
| 3Y | +54.4% | -24.2% | +78.5% | +60.5% |
| 5Y | +36.5% | -40.0% | +76.5% | +51.6% |
| All | +181.2% | +41.1% | +140.1% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling