+271.3%
DGX vs COO
+41.1%
+230.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +11.2% | +14.2% | -2.9% | +7.0% |
| 3M | +10.4% | -18.2% | +28.6% | +16.4% |
| 6M | +37.1% | +5.3% | +31.7% | +33.7% |
| YTD | +52.1% | -23.6% | +75.7% | +62.8% |
| 1Y | +40.7% | -12.7% | +53.4% | +44.4% |
| 3Y | +107.6% | -24.2% | +131.8% | +115.1% |
| 5Y | +90.6% | -40.0% | +130.6% | +110.5% |
| All | +271.3% | +41.1% | +230.3% | +190.4% |
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