+1,115.2%
DIA vs COF
+1,405.5%
-290.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.5% |
| 7D | +0.1% | +1.2% | -1.2% | -0.3% |
| 30D | -2.1% | -1.4% | -0.7% | -1.8% |
| 3M | +4.2% | +19.0% | -14.9% | -0.6% |
| 6M | +11.9% | +14.9% | -3.0% | +7.6% |
| YTD | +10.8% | -10.7% | +21.5% | +13.2% |
| 1Y | +17.5% | -1.3% | +18.8% | +16.8% |
| 3Y | +59.9% | +124.3% | -64.4% | +26.6% |
| 5Y | +64.1% | +51.1% | +13.0% | +40.2% |
| 10Y | +246.2% | +252.4% | -6.2% | +128.8% |
| All | +1,115.2% | +1,405.5% | -290.3% | +330.9% |
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