+64.1%
COP vs DASH
-15.0%
+79.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -11.5% | +0.4% | -11.9% | -11.1% |
| 30D | +5.0% | -6.0% | +11.0% | +4.4% |
| 3M | +17.5% | -15.8% | +33.2% | +15.1% |
| 6M | +16.2% | +7.0% | +9.3% | +19.4% |
| YTD | +48.8% | -20.7% | +69.4% | +48.0% |
| 1Y | +64.1% | -8.5% | +72.6% | +60.0% |
| All | +64.1% | -15.0% | +79.1% | +60.0% |
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