+604.7%
DG vs COO
+715.2%
-110.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +0.7% | +4.3% | -3.6% | -0.1% |
| 30D | +7.4% | +17.6% | -10.2% | +4.2% |
| 3M | +8.5% | -13.9% | +22.4% | +11.4% |
| 6M | +21.9% | +6.6% | +15.3% | +20.0% |
| YTD | +4.9% | -22.0% | +26.9% | +9.5% |
| 1Y | +40.4% | -8.8% | +49.2% | +42.6% |
| 3Y | +23.5% | -21.5% | +45.0% | +24.5% |
| 5Y | -32.3% | -41.0% | +8.7% | -28.2% |
| 10Y | +119.3% | +40.9% | +78.4% | +95.3% |
| All | +604.7% | +715.2% | -110.5% | +425.3% |
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