+251.0%
DIA vs COP
+334.3%
-83.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -2.7% | +11.7% | -14.4% | -5.4% |
| 3M | +3.3% | +17.7% | -14.4% | -1.3% |
| 6M | +10.4% | +18.3% | -7.9% | +4.7% |
| YTD | +10.0% | +49.1% | -39.1% | -2.2% |
| 1Y | +16.2% | +53.3% | -37.1% | +2.2% |
| 3Y | +58.7% | +22.2% | +36.6% | +45.8% |
| 5Y | +63.6% | +193.3% | -129.7% | +11.9% |
| 10Y | +251.0% | +340.2% | -89.2% | +104.3% |
| All | +251.0% | +334.3% | -83.2% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling