+58.5%
COP vs DASH
-14.1%
+72.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.6% |
| 7D | -6.1% | -2.8% | -3.3% | -6.3% |
| 30D | +1.1% | -9.3% | +10.4% | 0.0% |
| 3M | +10.9% | -15.1% | +26.0% | +8.8% |
| 6M | +20.8% | +8.7% | +12.0% | +24.3% |
| YTD | +48.0% | -21.3% | +69.3% | +46.4% |
| 1Y | +58.5% | -12.7% | +71.2% | +54.5% |
| All | +58.5% | -14.1% | +72.6% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling