+117.6%
DT vs COO
-17.3%
+134.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -3.3% | -2.2% | -1.1% | -2.2% |
| 30D | +2.0% | -7.0% | +9.1% | +5.8% |
| 3M | +20.0% | +12.2% | +7.8% | +12.1% |
| 6M | +39.3% | -15.1% | +54.4% | +49.9% |
| YTD | +19.8% | -15.1% | +34.8% | +28.9% |
| 1Y | +4.3% | +2.3% | +1.9% | +0.7% |
| 3Y | +7.7% | -23.7% | +31.4% | +16.0% |
| 5Y | -26.8% | -38.9% | +12.1% | -10.7% |
| All | +117.6% | -17.3% | +134.9% | +128.6% |
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