+951.4%
COF vs DKS
+6,026.4%
-5,075.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.8% |
| 7D | -2.7% | -2.9% | +0.2% | -1.5% |
| 30D | -3.4% | -37.7% | +34.3% | +14.0% |
| 3M | +15.4% | -38.9% | +54.3% | +36.9% |
| 6M | +14.4% | -31.1% | +45.5% | +27.8% |
| YTD | -12.0% | -31.8% | +19.8% | -1.5% |
| 1Y | -3.7% | -38.0% | +34.3% | +11.3% |
| 3Y | +121.1% | +28.6% | +92.4% | +75.0% |
| 5Y | +47.8% | +12.5% | +35.3% | +14.4% |
| 10Y | +250.3% | +198.3% | +52.0% | +44.7% |
| All | +951.4% | +6,026.4% | -5,075.0% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling