+363.8%
ALL vs COO
+40.7%
+323.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.1% |
| 7D | -3.9% | +4.3% | -8.2% | -5.0% |
| 30D | +10.6% | +17.6% | -7.0% | +5.5% |
| 3M | -4.6% | -13.9% | +9.3% | -0.8% |
| 6M | +20.2% | +6.6% | +13.6% | +16.7% |
| YTD | +23.7% | -22.0% | +45.7% | +31.6% |
| 1Y | +27.9% | -8.8% | +36.7% | +29.3% |
| 3Y | +109.2% | -21.5% | +130.6% | +113.0% |
| 5Y | +148.0% | -41.0% | +189.0% | +176.1% |
| 10Y | +363.8% | +40.9% | +322.9% | +321.0% |
| All | +363.8% | +40.7% | +323.1% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling