+48.2%
DTE vs COO
-23.3%
+71.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.3% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | -1.9% | -8.8% | +6.9% | -0.5% |
| 3M | -3.3% | +1.3% | -4.7% | -3.7% |
| 6M | -7.1% | -11.6% | +4.5% | -5.7% |
| YTD | +8.1% | -17.4% | +25.5% | +10.9% |
| 1Y | +5.3% | -1.6% | +6.9% | +4.5% |
| 3Y | +48.2% | -22.6% | +70.8% | +51.9% |
| All | +48.2% | -23.3% | +71.5% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling