+60.7%
COP vs DFNS
-99.6%
+160.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -18.3% | +13.2% | -5.3% |
| 7D | -8.1% | -27.7% | +19.5% | -8.3% |
| 30D | +6.7% | -58.0% | +64.6% | +6.1% |
| 3M | +16.9% | -94.0% | +110.9% | +15.2% |
| 6M | +11.2% | -94.6% | +105.8% | +20.1% |
| YTD | +49.5% | -99.4% | +148.9% | +83.0% |
| 1Y | +60.7% | -99.6% | +160.3% | +98.2% |
| All | +60.7% | -99.6% | +160.3% | +98.2% |
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