+5,523.6%
COF vs DINO
+19,201.8%
-13,678.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -6.1% | +1.5% | -7.6% | -6.5% |
| 30D | -5.2% | +25.9% | -31.1% | -12.0% |
| 3M | +17.0% | +53.2% | -36.2% | +1.2% |
| 6M | +12.9% | +105.5% | -92.6% | -12.3% |
| YTD | -13.5% | +139.2% | -152.8% | -36.6% |
| 1Y | -5.9% | +117.4% | -123.2% | -29.0% |
| 3Y | +117.1% | +99.3% | +17.8% | +64.6% |
| 5Y | +45.4% | +333.0% | -287.6% | -17.8% |
| 10Y | +244.1% | +486.9% | -242.8% | +62.6% |
| All | +5,523.6% | +19,201.8% | -13,678.2% | +1,061.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling