+177.5%
DLR vs COO
+40.7%
+136.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.6% |
| 7D | +2.4% | +4.3% | -1.9% | +1.0% |
| 30D | +0.7% | +17.6% | -16.8% | -4.5% |
| 3M | -6.4% | -13.9% | +7.4% | -2.5% |
| 6M | -6.5% | +6.6% | -13.1% | -10.0% |
| YTD | +18.8% | -22.0% | +40.8% | +27.1% |
| 1Y | +9.0% | -8.8% | +17.8% | +10.2% |
| 3Y | +54.5% | -21.5% | +76.0% | +58.7% |
| 5Y | +35.8% | -41.0% | +76.8% | +51.7% |
| 10Y | +177.5% | +40.9% | +136.6% | +136.0% |
| All | +177.5% | +40.7% | +136.8% | +136.0% |
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