+307.4%
COP vs DFNS
-100.0%
+407.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.3% |
| 7D | -8.4% | -42.8% | +34.4% | -8.6% |
| 30D | +0.3% | -67.6% | +67.8% | 0.0% |
| 3M | +15.1% | -94.9% | +110.0% | +14.3% |
| 6M | +19.8% | -96.7% | +116.5% | +20.0% |
| YTD | +46.8% | -99.6% | +146.4% | +46.6% |
| 1Y | +59.7% | -99.7% | +159.5% | +59.4% |
| 3Y | +28.7% | -100.0% | +128.7% | +31.5% |
| 5Y | +110.7% | -100.0% | +210.7% | +105.3% |
| All | +307.4% | -100.0% | +407.3% | +291.0% |
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