-100.0%
DFNS vs COO
-25.3%
-74.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.8% | -10.4% | -11.8% |
| 7D | -44.0% | +4.7% | -48.7% | -44.7% |
| 30D | -69.1% | +13.9% | -83.0% | -70.2% |
| 3M | -95.6% | -14.9% | -80.7% | -95.4% |
| 6M | -96.2% | +2.0% | -98.2% | -96.1% |
| YTD | -99.6% | -23.9% | -75.7% | -99.6% |
| 1Y | -99.7% | -9.6% | -90.1% | -99.7% |
| 3Y | -100.0% | -25.4% | -74.5% | -100.0% |
| All | -100.0% | -25.3% | -74.6% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling