+166.1%
B vs COO
-25.3%
+191.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +9.6% | +4.7% | +4.9% | +8.7% |
| 30D | +3.5% | +13.9% | -10.4% | +1.0% |
| 3M | -1.6% | -14.9% | +13.4% | +1.1% |
| 6M | -1.7% | +2.0% | -3.7% | -3.2% |
| YTD | -5.3% | -23.9% | +18.6% | 0.0% |
| 1Y | +27.2% | -9.6% | +36.8% | +29.6% |
| 3Y | +166.1% | -25.4% | +191.5% | +163.3% |
| All | +166.1% | -25.3% | +191.5% | +163.3% |
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