+32.3%
DLR vs COO
-41.6%
+73.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -3.6% | +4.7% | -8.3% | -5.0% |
| 30D | -3.5% | +13.9% | -17.4% | -7.4% |
| 3M | -8.9% | -14.9% | +6.0% | -4.8% |
| 6M | -11.6% | +2.0% | -13.6% | -13.6% |
| YTD | +14.9% | -23.9% | +38.8% | +24.1% |
| 1Y | +6.4% | -9.6% | +16.1% | +7.7% |
| 3Y | +47.3% | -25.4% | +72.7% | +52.4% |
| All | +32.3% | -41.6% | +73.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling