+1,129.1%
DIA vs COP
+1,839.1%
-710.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.2% |
| 7D | -0.2% | +3.0% | -3.2% | -1.1% |
| 30D | -1.5% | +17.5% | -19.0% | -6.4% |
| 3M | +3.8% | +13.4% | -9.6% | -0.8% |
| 6M | +10.3% | +17.7% | -7.5% | +3.5% |
| YTD | +12.1% | +46.6% | -34.5% | -2.2% |
| 1Y | +18.6% | +44.6% | -26.0% | +3.6% |
| 3Y | +60.6% | +20.7% | +39.9% | +45.3% |
| 5Y | +64.4% | +185.0% | -120.6% | +7.1% |
| 10Y | +250.1% | +347.0% | -96.9% | +74.3% |
| All | +1,129.1% | +1,839.1% | -710.1% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling