+15.2%
BR vs COO
-23.3%
+38.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +4.4% | +4.3% | +0.1% | +3.5% |
| 30D | +16.3% | +17.6% | -1.3% | +12.8% |
| 3M | +16.2% | -13.9% | +30.1% | +19.2% |
| 6M | +30.3% | +6.6% | +23.8% | +28.6% |
| YTD | -12.2% | -22.0% | +9.8% | -8.4% |
| 1Y | -11.3% | -8.8% | -2.5% | -10.2% |
| 3Y | +15.2% | -21.5% | +36.7% | +20.3% |
| All | +15.2% | -23.3% | +38.6% | +20.3% |
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