+4,521.4%
DELL vs COF
+259.9%
+4,261.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.6% | -4.6% |
| 7D | -1.9% | -6.1% | +4.2% | +0.8% |
| 30D | +14.9% | -5.2% | +20.0% | +17.8% |
| 3M | +37.2% | +17.0% | +20.2% | +27.8% |
| 6M | +254.0% | +12.9% | +241.1% | +233.8% |
| YTD | +306.1% | -13.5% | +319.7% | +326.6% |
| 1Y | +312.3% | -5.9% | +318.1% | +315.6% |
| 3Y | +654.0% | +117.1% | +536.9% | +428.2% |
| 5Y | +1,055.3% | +45.4% | +1,009.9% | +824.8% |
| 10Y | +3,948.9% | +244.1% | +3,704.8% | +2,184.8% |
| All | +4,521.4% | +259.9% | +4,261.5% | +2,443.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling