+34.1%
COP vs DFNS
-100.0%
+134.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +1.6% |
| 7D | +4.4% | -6.0% | +10.4% | +4.4% |
| 30D | 0.0% | -71.2% | +71.1% | -0.3% |
| 3M | +15.0% | -94.5% | +109.6% | +14.3% |
| 6M | +22.0% | -96.5% | +118.5% | +22.3% |
| YTD | +55.3% | -99.6% | +155.0% | +55.2% |
| 1Y | +64.1% | -99.7% | +163.8% | +63.9% |
| 3Y | +34.1% | -100.0% | +134.0% | +33.9% |
| All | +34.1% | -100.0% | +134.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling