+9,498.1%
DGX vs COO
+3,412.7%
+6,085.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | +0.6% | -7.0% | +7.6% | +2.1% |
| 3M | +21.4% | +12.2% | +9.2% | +18.1% |
| 6M | +14.7% | -15.1% | +29.8% | +18.6% |
| YTD | +38.4% | -15.1% | +53.5% | +43.0% |
| 1Y | +34.0% | +2.3% | +31.6% | +32.4% |
| 3Y | +92.7% | -23.7% | +116.4% | +99.4% |
| 5Y | +67.7% | -38.9% | +106.6% | +80.3% |
| 10Y | +248.0% | +49.9% | +198.1% | +203.7% |
| All | +9,498.1% | +3,412.7% | +6,085.4% | +4,318.7% |
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