+2,692.8%
COP vs DAR
+1,762.6%
+930.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +3.0% | +1.4% | +1.6% | +2.9% |
| 30D | +17.5% | +12.8% | +4.7% | +16.2% |
| 3M | +13.4% | +7.4% | +6.0% | +12.6% |
| 6M | +17.7% | +22.3% | -4.5% | +15.5% |
| YTD | +46.6% | +81.1% | -34.5% | +38.8% |
| 1Y | +44.6% | +106.5% | -61.9% | +35.1% |
| 3Y | +20.7% | +5.3% | +15.4% | +18.4% |
| 5Y | +185.0% | -11.5% | +196.6% | +183.0% |
| 10Y | +347.0% | +353.3% | -6.3% | +296.2% |
| All | +2,692.8% | +1,762.6% | +930.3% | +2,251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling