+134.2%
DTE vs COO
+17.0%
+117.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -2.6% | -22.5% | +20.0% | +4.8% |
| 30D | -4.4% | -29.7% | +25.3% | +6.0% |
| 3M | -8.3% | -20.1% | +11.8% | -2.6% |
| 6M | -8.1% | -26.9% | +18.8% | +0.1% |
| YTD | +4.4% | -34.2% | +38.6% | +17.3% |
| 1Y | +0.2% | -21.3% | +21.4% | +5.6% |
| 3Y | +42.6% | -38.7% | +81.3% | +58.3% |
| 5Y | +31.5% | -52.2% | +83.7% | +57.3% |
| All | +134.2% | +17.0% | +117.2% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling