+583.4%
DG vs COO
+787.4%
-204.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +8.4% | -2.2% | +10.6% | +8.8% |
| 30D | +4.9% | -7.0% | +12.0% | +6.3% |
| 3M | +29.3% | +12.2% | +17.1% | +26.4% |
| 6M | -11.3% | -15.1% | +3.8% | -8.7% |
| YTD | +1.8% | -15.1% | +16.8% | +4.7% |
| 1Y | +25.3% | +2.3% | +23.0% | +24.7% |
| 3Y | +9.1% | -23.7% | +32.8% | +11.2% |
| 5Y | -34.9% | -38.9% | +4.0% | -31.3% |
| 10Y | +108.2% | +49.9% | +58.2% | +83.3% |
| All | +583.4% | +787.4% | -204.0% | +402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling