-1.5%
COF vs DINO
+111.1%
-112.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.8% | +5.7% | -3.9% | +2.0% |
| 30D | -0.6% | +27.8% | -28.4% | +0.3% |
| 3M | +20.3% | +45.6% | -25.3% | +22.2% |
| 6M | +13.0% | +88.5% | -75.4% | +13.1% |
| YTD | -8.3% | +134.1% | -142.4% | -12.0% |
| 1Y | -1.5% | +111.1% | -112.6% | -5.3% |
| All | -1.5% | +111.1% | -112.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 1y: compounded portfolio wealth divided by compounded DINO 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…
1y analysis · Full analysis span regression · 6 months rolling