-99.6%
DFNS vs COO
-11.7%
-87.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.0% | +13.7% | +13.3% |
| 7D | -13.0% | -2.3% | -10.7% | -11.6% |
| 30D | -56.9% | +13.3% | -70.2% | -60.9% |
| 3M | -93.2% | -18.1% | -75.1% | -91.5% |
| 6M | -95.4% | +6.7% | -102.1% | -95.3% |
| YTD | -99.5% | -23.2% | -76.3% | -99.3% |
| 1Y | -99.6% | -12.3% | -87.4% | -99.5% |
| All | -99.6% | -11.7% | -87.9% | -99.5% |
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