+242.0%
COF vs DKS
+206.3%
+35.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.3% |
| 7D | -5.1% | -2.0% | -3.1% | -4.5% |
| 30D | -6.0% | -32.7% | +26.7% | +5.2% |
| 3M | +14.8% | -38.8% | +53.6% | +32.6% |
| 6M | +15.3% | -29.4% | +44.8% | +25.6% |
| YTD | -13.0% | -30.3% | +17.3% | -5.0% |
| 1Y | -5.7% | -39.6% | +33.9% | +7.9% |
| 3Y | +118.1% | +32.2% | +85.9% | +77.7% |
| 5Y | +46.2% | +15.1% | +31.1% | +17.3% |
| All | +242.0% | +206.3% | +35.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling