+1,008.9%
BE vs COO
+8.2%
+1,000.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.7% | +12.4% | +11.5% |
| 7D | +29.8% | -2.3% | +32.1% | +31.5% |
| 30D | +26.4% | -8.8% | +35.2% | +33.5% |
| 3M | +9.3% | +1.3% | +8.0% | +5.3% |
| 6M | +105.1% | -11.6% | +116.6% | +115.1% |
| YTD | +219.0% | -17.4% | +236.5% | +251.7% |
| 1Y | +418.8% | -1.6% | +420.3% | +391.2% |
| 3Y | +1,784.6% | -22.6% | +1,807.2% | +1,883.3% |
| 5Y | +1,251.0% | -40.3% | +1,291.3% | +1,694.7% |
| All | +1,008.9% | +8.2% | +1,000.7% | +743.1% |
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