+64.9%
DGX vs COO
-44.2%
+109.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.2% | +6.2% | +1.4% |
| 7D | -2.2% | -9.0% | +6.7% | -0.1% |
| 30D | -0.9% | -16.8% | +15.9% | +3.3% |
| 3M | +15.6% | -7.5% | +23.1% | +17.4% |
| 6M | +17.8% | -16.3% | +34.1% | +22.1% |
| YTD | +37.5% | -22.5% | +60.0% | +44.9% |
| 1Y | +31.2% | -7.0% | +38.1% | +32.3% |
| 3Y | +96.6% | -27.5% | +124.0% | +105.4% |
| 5Y | +64.9% | -43.3% | +108.2% | +76.9% |
| All | +64.9% | -44.2% | +109.1% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling