+191.7%
COP vs DG
-37.3%
+228.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.7% |
| 7D | -0.8% | -2.5% | +1.6% | -0.8% |
| 30D | +15.6% | +1.0% | +14.6% | +15.6% |
| 3M | +14.3% | +20.3% | -6.0% | +13.8% |
| 6M | +17.0% | -11.7% | +28.7% | +17.6% |
| YTD | +47.4% | -2.3% | +49.8% | +47.6% |
| 1Y | +52.4% | +20.0% | +32.4% | +51.2% |
| 3Y | +20.8% | +7.2% | +13.6% | +19.6% |
| 5Y | +191.7% | -37.9% | +229.6% | +218.9% |
| All | +191.7% | -37.3% | +228.9% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling