-5.7%
COF vs DT
+6.2%
-11.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -5.1% | -1.6% | -3.5% | -4.9% |
| 30D | -6.0% | +3.0% | -9.1% | -6.6% |
| 3M | +14.8% | +26.5% | -11.7% | +10.1% |
| 6M | +15.3% | +35.9% | -20.6% | +8.3% |
| YTD | -13.0% | +17.8% | -30.9% | -16.2% |
| 1Y | -5.7% | +4.1% | -9.8% | -6.5% |
| All | -5.7% | +6.2% | -11.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling