+58.0%
DTE vs COO
-24.6%
+82.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +3.2% | -2.1% | +5.3% | +3.5% |
| 30D | +8.5% | +13.9% | -5.5% | +6.4% |
| 3M | +1.3% | -18.9% | +20.2% | +4.2% |
| 6M | -0.7% | +3.7% | -4.4% | -1.7% |
| YTD | +10.6% | -24.1% | +34.8% | +14.4% |
| 1Y | +2.6% | -14.2% | +16.9% | +4.0% |
| All | +58.0% | -24.6% | +82.6% | +55.7% |
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 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