+494.6%
COP vs DG
+606.1%
-111.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +3.0% | +8.4% | -5.4% | +2.1% |
| 30D | +17.5% | +4.9% | +12.5% | +16.8% |
| 3M | +13.4% | +29.3% | -16.0% | +9.9% |
| 6M | +17.7% | -11.3% | +29.0% | +18.9% |
| YTD | +46.6% | +1.8% | +44.8% | +45.5% |
| 1Y | +44.6% | +25.3% | +19.3% | +39.6% |
| 3Y | +20.7% | +9.1% | +11.6% | +15.7% |
| 5Y | +185.0% | -34.9% | +219.9% | +195.0% |
| 10Y | +347.0% | +108.2% | +238.8% | +273.0% |
| All | +494.6% | +606.1% | -111.5% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling