+319.1%
DELL vs COF
+0.3%
+318.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +14.9% | +1.8% | +13.1% | +14.4% |
| 30D | +13.3% | -0.6% | +13.8% | +13.4% |
| 3M | +24.4% | +20.3% | +4.1% | +18.7% |
| 6M | +258.0% | +13.0% | +245.0% | +244.7% |
| YTD | +320.2% | -8.3% | +328.5% | +330.4% |
| 1Y | +319.1% | -1.5% | +320.5% | +304.2% |
| All | +319.1% | +0.3% | +318.7% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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