+3,455.8%
DTE vs COO
+5,988.7%
-2,532.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +0.2% | -2.2% | +2.4% | +0.3% |
| 30D | -2.6% | -7.0% | +4.5% | -2.2% |
| 3M | -3.9% | +12.2% | -16.1% | -4.6% |
| 6M | -7.9% | -15.1% | +7.2% | -7.1% |
| YTD | +7.2% | -15.1% | +22.3% | +8.1% |
| 1Y | +3.1% | +2.3% | +0.7% | +2.7% |
| 3Y | +47.6% | -23.7% | +71.3% | +49.0% |
| 5Y | +32.7% | -38.9% | +71.6% | +35.3% |
| 10Y | +138.8% | +49.9% | +88.8% | +133.3% |
| All | +3,455.8% | +5,988.7% | -2,532.9% | +2,982.3% |
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