+336.7%
COP vs DG
+105.2%
+231.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.4% | +0.3% | +4.1% | +4.4% |
| 30D | 0.0% | +3.2% | -3.3% | -0.4% |
| 3M | +15.0% | +10.4% | +4.6% | +13.9% |
| 6M | +22.0% | +33.2% | -11.2% | +18.5% |
| YTD | +55.3% | +3.0% | +52.4% | +54.2% |
| 1Y | +64.1% | +31.2% | +32.9% | +58.6% |
| 3Y | +34.1% | +21.8% | +12.2% | +27.3% |
| 5Y | +133.4% | -35.0% | +168.4% | +146.3% |
| All | +336.7% | +105.2% | +231.5% | +273.6% |
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