+3,584.3%
DTE vs COO
+5,381.5%
-1,797.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +3.4% | +0.5% | +3.0% | +3.4% |
| 30D | +8.9% | +14.2% | -5.3% | +8.0% |
| 3M | +1.1% | -18.2% | +19.3% | +2.1% |
| 6M | +0.1% | +5.3% | -5.3% | -0.4% |
| YTD | +11.1% | -23.6% | +34.6% | +12.6% |
| 1Y | +4.9% | -12.7% | +17.6% | +5.5% |
| 3Y | +58.6% | -24.2% | +82.8% | +60.1% |
| 5Y | +47.3% | -40.0% | +87.3% | +50.2% |
| 10Y | +151.3% | +41.6% | +109.8% | +146.4% |
| All | +3,584.3% | +5,381.5% | -1,797.2% | +3,110.1% |
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