+1,968.2%
COP vs DGX
+8,796.3%
-6,828.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +15.6% | -1.2% | +16.8% | +15.9% |
| 3M | +14.3% | +19.9% | -5.6% | +9.5% |
| 6M | +17.0% | +19.2% | -2.2% | +11.9% |
| YTD | +47.4% | +37.5% | +10.0% | +36.3% |
| 1Y | +52.4% | +31.3% | +21.1% | +42.2% |
| 3Y | +20.8% | +96.6% | -75.8% | +1.7% |
| 5Y | +191.7% | +64.3% | +127.4% | +153.0% |
| 10Y | +325.1% | +241.1% | +83.9% | +206.1% |
| All | +1,968.2% | +8,796.3% | -6,828.1% | +974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling