+116.9%
COF vs DFNS
-99.9%
+216.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | -6.1% | -3.3% | -2.7% | -6.1% |
| 30D | -5.2% | -73.1% | +67.9% | -5.2% |
| 3M | +17.0% | -71.4% | +88.4% | +17.2% |
| 6M | +12.9% | -93.8% | +106.8% | +12.7% |
| YTD | -13.5% | -98.0% | +84.5% | -13.9% |
| 1Y | -5.9% | -98.2% | +92.3% | -6.2% |
| All | +116.9% | -99.9% | +216.8% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 3y: compounded portfolio wealth divided by compounded DFNS 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…
3y analysis · Full analysis span regression · 6 months rolling