+3,340.7%
DLR vs COO
+261.4%
+3,079.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -3.6% | +4.7% | -8.3% | -5.1% |
| 30D | -3.5% | +13.9% | -17.4% | -7.6% |
| 3M | -8.9% | -14.9% | +6.0% | -4.9% |
| 6M | -11.6% | +2.0% | -13.6% | -13.5% |
| YTD | +14.9% | -23.9% | +38.8% | +23.5% |
| 1Y | +6.4% | -9.6% | +16.1% | +7.8% |
| 3Y | +47.3% | -25.4% | +72.7% | +54.4% |
| 5Y | +32.8% | -41.2% | +74.0% | +49.0% |
| 10Y | +169.6% | +42.1% | +127.5% | +119.2% |
| All | +3,340.7% | +261.4% | +3,079.4% | +1,234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling