+310.1%
COP vs DAR
+269.9%
+40.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.6% |
| 7D | -6.1% | -3.8% | -2.3% | -4.6% |
| 30D | +1.1% | -14.4% | +15.5% | +8.0% |
| 3M | +10.9% | -17.9% | +28.9% | +20.3% |
| 6M | +20.8% | -18.3% | +39.1% | +30.8% |
| YTD | +48.0% | +43.2% | +4.8% | +25.2% |
| 1Y | +58.5% | +57.7% | +0.8% | +28.0% |
| 3Y | +28.1% | +22.7% | +5.4% | +7.1% |
| 5Y | +120.5% | -34.0% | +154.5% | +138.9% |
| 10Y | +310.1% | +279.5% | +30.7% | +69.7% |
| All | +310.1% | +269.9% | +40.2% | +69.7% |
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