+340.2%
COP vs DG
+102.6%
+237.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | -0.5% | -4.8% | +4.3% | -0.1% |
| 30D | +11.7% | +1.8% | +10.0% | +11.5% |
| 3M | +17.7% | +14.5% | +3.2% | +16.1% |
| 6M | +18.3% | -13.6% | +31.9% | +19.6% |
| YTD | +49.1% | -4.8% | +53.9% | +49.1% |
| 1Y | +53.3% | +21.6% | +31.7% | +49.3% |
| 3Y | +22.2% | +4.5% | +17.7% | +18.4% |
| 5Y | +193.3% | -38.5% | +231.8% | +209.8% |
| 10Y | +340.2% | +102.2% | +238.0% | +287.0% |
| All | +340.2% | +102.6% | +237.6% | +287.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling