+248.1%
DGX vs COO
+17.0%
+231.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.9% | -22.5% | +21.6% | +6.3% |
| 30D | -1.2% | -29.7% | +28.6% | +9.1% |
| 3M | +15.8% | -20.1% | +35.9% | +22.8% |
| 6M | +18.2% | -26.9% | +45.1% | +28.4% |
| YTD | +37.2% | -34.2% | +71.4% | +53.7% |
| 1Y | +30.4% | -21.3% | +51.6% | +37.7% |
| 3Y | +96.7% | -38.7% | +135.4% | +117.8% |
| 5Y | +67.2% | -52.2% | +119.4% | +98.5% |
| All | +248.1% | +17.0% | +231.1% | +199.6% |
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