+35.7%
COF vs DFNS
-100.0%
+135.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +0.8% |
| 7D | -3.4% | -6.0% | +2.6% | -3.4% |
| 30D | +0.4% | -71.2% | +71.6% | +0.3% |
| 3M | -12.5% | -94.5% | +82.0% | -12.7% |
| 6M | +8.3% | -96.5% | +104.8% | +8.3% |
| YTD | -18.6% | -99.6% | +81.1% | -19.0% |
| 1Y | -8.6% | -99.7% | +91.1% | -9.1% |
| 3Y | +94.7% | -100.0% | +194.6% | +90.6% |
| All | +35.7% | -100.0% | +135.7% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling