+65.7%
DIA vs COP
+186.8%
-121.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | -0.2% | +3.0% | -3.2% | -0.7% |
| 30D | -1.5% | +17.5% | -19.0% | -4.1% |
| 3M | +3.8% | +13.4% | -9.6% | +1.4% |
| 6M | +10.3% | +17.7% | -7.5% | +6.5% |
| YTD | +12.1% | +46.6% | -34.5% | +3.5% |
| 1Y | +18.6% | +44.6% | -26.0% | +9.6% |
| 3Y | +60.6% | +20.7% | +39.9% | +51.3% |
| All | +65.7% | +186.8% | -121.1% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling