+34.3%
DLR vs COO
-38.8%
+73.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +1.6% | -2.2% | +3.8% | +2.3% |
| 30D | -3.4% | -7.0% | +3.7% | -1.1% |
| 3M | +0.5% | +12.2% | -11.7% | -4.1% |
| 6M | +4.6% | -15.1% | +19.7% | +9.9% |
| YTD | +23.4% | -15.1% | +38.5% | +29.6% |
| 1Y | +19.0% | +2.3% | +16.7% | +16.1% |
| 3Y | +56.5% | -23.7% | +80.2% | +64.9% |
| All | +34.3% | -38.8% | +73.0% | +41.9% |
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