+306.7%
COP vs DFNS
-99.9%
+406.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +3.0% | -16.0% | +19.0% | +3.0% |
| 30D | +17.5% | -77.7% | +95.2% | +17.1% |
| 3M | +13.4% | -77.2% | +90.5% | +14.1% |
| 6M | +17.7% | -95.2% | +112.9% | +18.3% |
| YTD | +46.6% | -98.0% | +144.6% | +47.0% |
| 1Y | +44.6% | -98.3% | +142.9% | +45.1% |
| 3Y | +20.7% | -99.9% | +120.6% | +23.7% |
| 5Y | +185.0% | -99.9% | +284.9% | +177.7% |
| All | +306.7% | -99.9% | +406.6% | +292.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling