-99.9%
DFNS vs COO
-4.9%
-94.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | -16.0% | -2.2% | -13.8% | -15.7% |
| 30D | -77.7% | -7.0% | -70.7% | -77.5% |
| 3M | -77.2% | +12.2% | -89.4% | -77.2% |
| 6M | -95.2% | -15.1% | -80.1% | -95.1% |
| YTD | -98.0% | -15.1% | -82.9% | -97.9% |
| 1Y | -98.3% | +2.3% | -100.6% | -98.2% |
| 3Y | -99.9% | -23.7% | -76.2% | -99.9% |
| 5Y | -99.9% | -38.9% | -60.9% | -99.9% |
| All | -99.9% | -4.9% | -94.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling