+40.7%
DGX vs COO
-12.3%
+53.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +11.2% | +14.2% | -2.9% | +8.4% |
| 3M | +10.4% | -18.2% | +28.6% | +15.5% |
| 6M | +37.1% | +5.3% | +31.7% | +34.9% |
| YTD | +52.1% | -23.6% | +75.7% | +58.3% |
| 1Y | +40.7% | -12.7% | +53.4% | +43.3% |
| All | +40.7% | -12.3% | +53.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling