+107.3%
DG vs COO
+43.7%
+63.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | +1.0% | -8.8% | +9.8% | +3.0% |
| 3M | +20.3% | +1.3% | +19.0% | +19.9% |
| 6M | -11.7% | -11.6% | -0.2% | -9.6% |
| YTD | -2.3% | -17.4% | +15.1% | +1.5% |
| 1Y | +20.0% | -1.6% | +21.6% | +20.3% |
| 3Y | +7.2% | -22.6% | +29.9% | +8.8% |
| 5Y | -37.9% | -40.3% | +2.4% | -33.3% |
| 10Y | +107.3% | +45.2% | +62.1% | +68.3% |
| All | +107.3% | +43.7% | +63.6% | +68.3% |
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