+113.0%
COP vs DAR
-41.1%
+154.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -11.5% | -9.9% | -1.6% | -8.3% |
| 30D | +5.0% | -16.4% | +21.3% | +11.4% |
| 3M | +17.5% | -17.1% | +34.5% | +24.9% |
| 6M | +16.2% | -20.5% | +36.7% | +25.0% |
| YTD | +48.8% | +39.4% | +9.4% | +33.0% |
| 1Y | +64.1% | +57.2% | +6.9% | +40.6% |
| 3Y | +25.7% | +13.9% | +11.8% | +13.8% |
| All | +113.0% | -41.1% | +154.1% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling