+165.1%
COF vs DT
+97.2%
+67.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.7% |
| 7D | +1.2% | -4.9% | +6.1% | +2.6% |
| 30D | -1.4% | +2.7% | -4.1% | -2.3% |
| 3M | +19.0% | +20.0% | -0.9% | +12.4% |
| 6M | +14.9% | +28.0% | -13.2% | +5.2% |
| YTD | -10.7% | +16.0% | -26.7% | -16.1% |
| 1Y | -1.3% | +0.7% | -2.0% | -3.6% |
| 3Y | +124.3% | +6.2% | +118.1% | +112.7% |
| 5Y | +51.1% | -28.1% | +79.3% | +51.2% |
| All | +165.1% | +97.2% | +67.9% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling