+290.5%
COP vs DASH
-1.3%
+291.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -11.5% | +0.4% | -11.9% | -11.6% |
| 30D | +5.0% | -6.0% | +11.0% | +5.1% |
| 3M | +17.5% | -15.8% | +33.2% | +18.1% |
| 6M | +16.2% | +7.0% | +9.3% | +15.4% |
| YTD | +48.8% | -20.7% | +69.4% | +49.9% |
| 1Y | +64.1% | -8.5% | +72.6% | +63.7% |
| 3Y | +25.7% | +101.8% | -76.1% | +20.1% |
| 5Y | +114.4% | -9.6% | +123.9% | +104.5% |
| All | +290.5% | -1.3% | +291.8% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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