+57.5%
DIA vs COP
+23.8%
+33.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.9% | -11.5% | +10.6% | +0.3% |
| 30D | +0.3% | +5.0% | -4.7% | -0.5% |
| 3M | -4.5% | +17.5% | -22.0% | -6.6% |
| 6M | +3.4% | +16.2% | -12.9% | +1.0% |
| YTD | +7.8% | +48.8% | -41.0% | -0.8% |
| 1Y | +10.7% | +64.1% | -53.4% | -0.5% |
| 3Y | +57.5% | +25.7% | +31.9% | +46.6% |
| All | +57.5% | +23.8% | +33.7% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling