+338.5%
COP vs DGX
+255.3%
+83.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.5% |
| 30D | +8.6% | -1.2% | +9.8% | +8.9% |
| 3M | +19.9% | +15.8% | +4.1% | +14.7% |
| 6M | +19.0% | +18.2% | +0.9% | +13.0% |
| YTD | +50.0% | +37.2% | +12.8% | +35.8% |
| 1Y | +50.5% | +30.4% | +20.2% | +38.1% |
| 3Y | +25.2% | +96.7% | -71.5% | -0.9% |
| 5Y | +194.3% | +67.2% | +127.1% | +141.6% |
| All | +338.5% | +255.3% | +83.2% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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