+9.5%
DLR vs COO
-8.8%
+18.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.1% |
| 7D | +2.4% | +4.3% | -1.9% | +2.0% |
| 30D | +0.7% | +17.6% | -16.8% | -0.8% |
| 3M | -6.4% | -13.9% | +7.4% | -4.9% |
| 6M | -6.5% | +6.6% | -13.1% | -8.5% |
| YTD | +18.8% | -22.0% | +40.8% | +22.1% |
| All | +9.5% | -8.8% | +18.3% | +9.6% |
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