-34.0%
DG vs COO
-41.6%
+7.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.7% |
| 7D | +1.1% | +4.7% | -3.6% | +0.3% |
| 30D | +9.5% | +13.9% | -4.4% | +7.1% |
| 3M | +5.5% | -14.9% | +20.4% | +8.2% |
| 6M | +16.1% | +2.0% | +14.1% | +15.5% |
| YTD | +2.7% | -23.9% | +26.6% | +6.7% |
| 1Y | +42.1% | -9.6% | +51.7% | +44.7% |
| 3Y | +19.3% | -25.4% | +44.7% | +18.7% |
| All | -34.0% | -41.6% | +7.6% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling