+105.7%
DG vs COO
+41.7%
+64.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -3.0% | -2.3% | -0.7% | -2.4% |
| 30D | +8.6% | +13.3% | -4.7% | +5.8% |
| 3M | +15.0% | -18.1% | +33.1% | +19.9% |
| 6M | +32.7% | +6.7% | +26.0% | +30.3% |
| YTD | +5.5% | -23.2% | +28.7% | +11.1% |
| 1Y | +34.6% | -12.3% | +46.9% | +38.1% |
| 3Y | +24.2% | -23.6% | +47.8% | +25.4% |
| 5Y | -32.3% | -38.7% | +6.5% | -28.0% |
| All | +105.7% | +41.7% | +64.0% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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