+724.9%
DELL vs COF
+116.3%
+608.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.6% | +11.4% | +11.7% |
| 7D | +8.2% | -5.1% | +13.4% | +10.9% |
| 30D | +17.1% | -6.0% | +23.1% | +20.7% |
| 3M | +45.2% | +14.8% | +30.3% | +35.5% |
| 6M | +286.8% | +15.3% | +271.4% | +259.0% |
| YTD | +354.8% | -13.0% | +367.8% | +382.2% |
| 1Y | +358.3% | -5.7% | +364.0% | +363.0% |
| 3Y | +724.9% | +118.1% | +606.8% | +535.4% |
| All | +724.9% | +116.3% | +608.6% | +535.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling