+193.6%
COP vs DGX
+59.5%
+134.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +1.0% | -3.5% | +4.4% | +1.3% |
| 30D | +9.6% | -2.7% | +12.2% | +9.8% |
| 3M | +15.0% | +13.9% | +1.2% | +13.3% |
| 6M | +21.8% | +16.0% | +5.7% | +19.6% |
| YTD | +49.6% | +34.9% | +14.7% | +43.9% |
| 1Y | +49.9% | +30.6% | +19.3% | +44.7% |
| 3Y | +22.6% | +93.0% | -70.4% | +11.6% |
| 5Y | +193.6% | +64.4% | +129.2% | +162.9% |
| All | +193.6% | +59.5% | +134.1% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling