+301.0%
COF vs DLR
+3,617.4%
-3,316.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +1.2% | +3.4% | -2.2% | -0.7% |
| 30D | -1.4% | -2.2% | +0.8% | -0.3% |
| 3M | +19.0% | +4.7% | +14.3% | +14.7% |
| 6M | +14.9% | +9.0% | +5.9% | +7.8% |
| YTD | -10.7% | +24.1% | -34.8% | -22.7% |
| 1Y | -1.3% | +20.9% | -22.2% | -13.8% |
| 3Y | +124.3% | +60.0% | +64.3% | +59.8% |
| 5Y | +51.1% | +35.3% | +15.8% | +14.1% |
| 10Y | +252.4% | +165.8% | +86.6% | +50.0% |
| All | +301.0% | +3,617.4% | -3,316.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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