+1,821.9%
BA vs COO
+5,988.7%
-4,166.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +1.2% | -2.2% | +3.4% | +1.4% |
| 30D | -11.6% | -7.0% | -4.6% | -11.0% |
| 3M | -2.4% | +12.2% | -14.6% | -3.5% |
| 6M | -6.6% | -15.1% | +8.5% | -5.3% |
| YTD | -2.2% | -15.1% | +12.8% | -0.9% |
| 1Y | -8.0% | +2.3% | -10.4% | -8.5% |
| 3Y | -5.0% | -23.7% | +18.7% | -3.4% |
| 5Y | -2.7% | -38.9% | +36.2% | +0.7% |
| 10Y | +75.9% | +49.9% | +26.0% | +71.7% |
| All | +1,821.9% | +5,988.7% | -4,166.8% | +1,563.2% |
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