+611.3%
COF vs DG
+577.8%
+33.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | -1.8% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | +19.0% | +20.3% | -1.3% | +14.8% |
| 6M | +14.9% | -11.7% | +26.6% | +17.0% |
| YTD | -10.7% | -2.3% | -8.4% | -10.9% |
| 1Y | -1.3% | +20.0% | -21.3% | -5.6% |
| 3Y | +124.3% | +7.2% | +117.1% | +111.3% |
| 5Y | +51.1% | -37.9% | +89.1% | +61.6% |
| 10Y | +252.4% | +107.3% | +145.1% | +175.7% |
| All | +611.3% | +577.8% | +33.5% | +292.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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