+60.7%
COP vs DG
+45.3%
+15.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.5% | -13.7% | -4.6% |
| 7D | -8.1% | +12.3% | -20.4% | -7.4% |
| 30D | +6.7% | +19.3% | -12.6% | +7.7% |
| 3M | +16.9% | +11.9% | +5.0% | +17.8% |
| 6M | +11.2% | +25.0% | -13.8% | +12.6% |
| YTD | +49.5% | +8.7% | +40.8% | +51.7% |
| 1Y | +60.7% | +44.7% | +16.0% | +51.5% |
| All | +60.7% | +45.3% | +15.4% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling