+336.7%
COP vs DAR
+311.7%
+25.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.1% |
| 7D | +4.4% | +11.6% | -7.1% | -0.6% |
| 30D | 0.0% | -10.2% | +10.2% | +4.6% |
| 3M | +15.0% | -14.8% | +29.9% | +22.8% |
| 6M | +22.0% | -10.1% | +32.1% | +26.7% |
| YTD | +55.3% | +55.5% | -0.2% | +26.8% |
| 1Y | +64.1% | +61.7% | +2.4% | +31.1% |
| 3Y | +34.1% | +37.2% | -3.1% | +6.6% |
| 5Y | +133.4% | -26.9% | +160.3% | +141.4% |
| All | +336.7% | +311.7% | +25.0% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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