+28.7%
COP vs DG
+21.7%
+7.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.2% |
| 7D | -8.4% | +0.7% | -9.1% | -8.3% |
| 30D | +0.3% | +7.4% | -7.2% | +0.6% |
| 3M | +15.1% | +8.5% | +6.6% | +15.6% |
| 6M | +19.8% | +21.9% | -2.1% | +20.8% |
| YTD | +46.8% | +4.9% | +41.9% | +47.8% |
| 1Y | +59.7% | +40.4% | +19.3% | +61.8% |
| 3Y | +28.7% | +23.5% | +5.2% | +26.5% |
| All | +28.7% | +21.7% | +7.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling