+280.5%
COF vs DFNS
-99.9%
+380.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.8% | -16.0% | +17.8% | +1.8% |
| 30D | -0.6% | -77.7% | +77.1% | -0.7% |
| 3M | +20.3% | -77.2% | +97.5% | +20.4% |
| 6M | +13.0% | -95.2% | +108.2% | +12.8% |
| YTD | -8.3% | -98.0% | +89.6% | -8.7% |
| 1Y | -1.5% | -98.3% | +96.8% | -1.8% |
| 3Y | +122.3% | -99.9% | +222.1% | +120.6% |
| 5Y | +52.5% | -99.9% | +152.4% | +47.4% |
| All | +280.5% | -99.9% | +380.4% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling