+51.6%
COP vs DG
+21.0%
+30.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.4% |
| 7D | -0.8% | -2.5% | +1.6% | -0.9% |
| 30D | +15.6% | +1.0% | +14.6% | +15.7% |
| 3M | +14.3% | +20.3% | -6.0% | +14.9% |
| 6M | +17.0% | -11.7% | +28.7% | +19.6% |
| YTD | +47.4% | -2.3% | +49.8% | +48.6% |
| All | +51.6% | +21.0% | +30.6% | +47.6% |
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 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