+110.7%
COP vs DASH
-7.9%
+118.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.3% |
| 7D | -8.4% | -4.8% | -3.6% | -8.3% |
| 30D | +0.3% | -7.9% | +8.2% | +0.5% |
| 3M | +15.1% | -16.3% | +31.4% | +15.7% |
| 6M | +19.8% | +10.4% | +9.4% | +18.7% |
| YTD | +46.8% | -20.1% | +66.9% | +48.1% |
| 1Y | +59.7% | -11.4% | +71.2% | +59.8% |
| 3Y | +28.7% | +114.1% | -85.4% | +22.6% |
| 5Y | +110.7% | -5.8% | +116.5% | +91.0% |
| All | +110.7% | -7.9% | +118.6% | +91.0% |
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 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