-30.6%
AR vs COO
+97.4%
-128.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | -14.3% | +4.7% | -19.0% | -15.5% |
| 30D | +1.4% | +13.9% | -12.5% | -2.4% |
| 3M | +3.4% | -14.9% | +18.3% | +7.2% |
| 6M | -2.1% | +2.0% | -4.1% | -4.1% |
| YTD | +4.7% | -23.9% | +28.6% | +11.4% |
| 1Y | +10.6% | -9.6% | +20.2% | +11.5% |
| 3Y | +24.6% | -25.4% | +50.0% | +29.4% |
| 5Y | +71.9% | -41.2% | +113.1% | +88.8% |
| 10Y | +46.4% | +42.1% | +4.3% | +24.4% |
| All | -30.6% | +97.4% | -128.1% | -44.6% |
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