+2,734.7%
COP vs DAR
+1,334.0%
+1,400.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -11.5% | -9.9% | -1.6% | -10.7% |
| 30D | +5.0% | -16.4% | +21.3% | +6.7% |
| 3M | +17.5% | -17.1% | +34.5% | +19.5% |
| 6M | +16.2% | -20.5% | +36.7% | +18.7% |
| YTD | +48.8% | +39.4% | +9.4% | +44.3% |
| 1Y | +64.1% | +57.2% | +6.9% | +57.3% |
| 3Y | +25.7% | +13.9% | +11.8% | +22.8% |
| 5Y | +114.4% | -40.8% | +155.2% | +120.6% |
| 10Y | +331.7% | +276.2% | +55.4% | +290.4% |
| All | +2,734.7% | +1,334.0% | +1,400.7% | +2,344.7% |
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 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