+20.9%
DLR vs COO
-2.5%
+23.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | +3.4% | -2.3% | +5.7% | +3.7% |
| 30D | -2.2% | -8.8% | +6.6% | -1.2% |
| 3M | +4.7% | +1.3% | +3.4% | +4.0% |
| 6M | +9.0% | -11.6% | +20.6% | +10.5% |
| YTD | +24.1% | -17.4% | +41.6% | +26.9% |
| 1Y | +20.9% | -1.6% | +22.5% | +21.0% |
| All | +20.9% | -2.5% | +23.4% | +21.0% |
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 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