+43.1%
COF vs DKS
+13.6%
+29.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -5.1% | -3.0% | -2.2% | -4.3% |
| 30D | -6.0% | -33.4% | +27.3% | +4.0% |
| 3M | +14.8% | -39.4% | +54.2% | +30.7% |
| 6M | +15.3% | -30.1% | +45.4% | +24.5% |
| YTD | -13.0% | -31.0% | +17.9% | -5.8% |
| 1Y | -5.7% | -40.2% | +34.5% | +6.4% |
| 3Y | +118.1% | +30.9% | +87.2% | +82.7% |
| All | +43.1% | +13.6% | +29.5% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling