+325.1%
COP vs DAR
+367.0%
-41.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.7% |
| 7D | -0.8% | -0.9% | 0.0% | -0.5% |
| 30D | +15.6% | +13.0% | +2.6% | +9.3% |
| 3M | +14.3% | +15.0% | -0.7% | +7.1% |
| 6M | +17.0% | +26.8% | -9.9% | +4.7% |
| YTD | +47.4% | +86.4% | -39.0% | +11.3% |
| 1Y | +52.4% | +115.1% | -62.7% | +6.8% |
| 3Y | +20.8% | +14.6% | +6.2% | +5.6% |
| 5Y | +191.7% | -8.8% | +200.5% | +171.6% |
| 10Y | +325.1% | +356.5% | -31.5% | +65.5% |
| All | +325.1% | +367.0% | -41.9% | +65.5% |
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