+21.8%
DG vs COO
-24.0%
+45.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +3.2% | +14.2% | -10.9% | +2.2% |
| 3M | +10.4% | -18.2% | +28.6% | +11.7% |
| 6M | +33.2% | +5.3% | +27.8% | +33.2% |
| YTD | +3.0% | -23.6% | +26.5% | +3.0% |
| 1Y | +31.2% | -12.7% | +43.9% | +32.4% |
| 3Y | +21.8% | -24.2% | +46.0% | +9.1% |
| All | +21.8% | -24.0% | +45.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling