+52.4%
COP vs DAR
+108.5%
-56.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.4% |
| 7D | -0.8% | -0.9% | 0.0% | -0.6% |
| 30D | +15.6% | +13.0% | +2.6% | +10.7% |
| 3M | +14.3% | +15.0% | -0.7% | +8.9% |
| 6M | +17.0% | +26.8% | -9.9% | +8.7% |
| YTD | +47.4% | +86.4% | -39.0% | +23.9% |
| 1Y | +52.4% | +115.1% | -62.7% | +23.1% |
| All | +52.4% | +108.5% | -56.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling