+309.1%
COP vs DFNS
-99.9%
+408.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | +15.6% | -73.2% | +88.8% | +15.3% |
| 3M | +14.3% | -72.4% | +86.8% | +15.2% |
| 6M | +17.0% | -95.2% | +112.2% | +17.5% |
| YTD | +47.4% | -98.0% | +145.4% | +47.9% |
| 1Y | +52.4% | -98.3% | +150.7% | +52.9% |
| 3Y | +20.8% | -99.9% | +120.7% | +23.9% |
| 5Y | +191.7% | -99.9% | +291.5% | +184.8% |
| All | +309.1% | -99.9% | +408.9% | +294.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling