+1,107.4%
DIA vs COP
+1,842.2%
-734.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | +0.8% | -8.4% | +9.2% | +3.4% |
| 30D | +1.4% | +0.3% | +1.1% | +1.0% |
| 3M | -2.7% | +15.1% | -17.8% | -7.4% |
| 6M | +6.2% | +19.8% | -13.5% | -0.7% |
| YTD | +10.1% | +46.8% | -36.7% | -4.4% |
| 1Y | +13.0% | +59.7% | -46.7% | -4.7% |
| 3Y | +61.9% | +28.7% | +33.2% | +43.1% |
| 5Y | +57.1% | +110.7% | -53.6% | +13.1% |
| 10Y | +240.9% | +298.3% | -57.4% | +76.6% |
| All | +1,107.4% | +1,842.2% | -734.8% | +239.0% |
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