-98.3%
DFNS vs COO
+4.1%
-102.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +2.1% |
| 7D | -16.0% | -2.2% | -13.8% | -13.9% |
| 30D | -77.7% | -7.0% | -70.7% | -76.1% |
| 3M | -77.2% | +12.2% | -89.4% | -77.6% |
| 6M | -95.2% | -15.1% | -80.1% | -94.4% |
| YTD | -98.0% | -15.1% | -82.9% | -97.6% |
| 1Y | -98.3% | +2.3% | -100.6% | -98.1% |
| All | -98.3% | +4.1% | -102.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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