+284.7%
COP vs DASH
+16.3%
+268.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.9% |
| 7D | +3.0% | -10.6% | +13.6% | +3.5% |
| 30D | +17.5% | +2.2% | +15.3% | +17.3% |
| 3M | +13.4% | +32.3% | -18.9% | +11.7% |
| 6M | +17.7% | +19.1% | -1.4% | +16.5% |
| YTD | +46.6% | -6.5% | +53.1% | +46.9% |
| 1Y | +44.6% | -14.9% | +59.5% | +45.5% |
| 3Y | +20.7% | +151.9% | -131.2% | +14.3% |
| 5Y | +185.0% | +9.4% | +175.6% | +169.9% |
| All | +284.7% | +16.3% | +268.4% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling