+44.6%
COP vs DFNS
-98.3%
+142.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +3.0% | -16.0% | +19.0% | +2.9% |
| 30D | +17.5% | -77.7% | +95.2% | +16.9% |
| 3M | +13.4% | -77.2% | +90.5% | +21.7% |
| 6M | +17.7% | -95.2% | +112.9% | +33.8% |
| YTD | +46.6% | -98.0% | +144.6% | +71.6% |
| 1Y | +44.6% | -98.3% | +142.9% | +71.5% |
| All | +44.6% | -98.3% | +142.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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