+113.1%
COP vs DASH
-12.0%
+125.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.3% | -0.8% |
| 7D | -9.7% | +0.5% | -10.2% | -9.8% |
| 30D | +4.7% | -7.1% | +11.8% | +4.9% |
| 3M | +18.5% | -13.2% | +31.7% | +19.0% |
| 6M | +11.4% | +8.3% | +3.1% | +10.5% |
| YTD | +47.9% | -20.6% | +68.5% | +49.2% |
| 1Y | +59.3% | -24.4% | +83.7% | +60.9% |
| 3Y | +23.6% | +94.5% | -70.9% | +18.2% |
| 5Y | +113.1% | -9.4% | +122.5% | +92.4% |
| All | +113.1% | -12.0% | +125.0% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling