+3,595.7%
DLR vs COO
+303.3%
+3,292.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +1.6% | -2.2% | +3.8% | +2.3% |
| 30D | -3.4% | -7.0% | +3.7% | -1.2% |
| 3M | +0.5% | +12.2% | -11.7% | -3.8% |
| 6M | +4.6% | -15.1% | +19.7% | +9.5% |
| YTD | +23.4% | -15.1% | +38.5% | +29.1% |
| 1Y | +19.0% | +2.3% | +16.7% | +16.5% |
| 3Y | +56.5% | -23.7% | +80.2% | +64.3% |
| 5Y | +33.3% | -38.9% | +72.3% | +49.0% |
| 10Y | +165.1% | +49.9% | +115.2% | +113.6% |
| All | +3,595.7% | +303.3% | +3,292.4% | +1,294.7% |
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