+1,172.5%
BR vs COO
+493.4%
+679.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -5.3% | -2.2% | -3.1% | -4.6% |
| 30D | +6.4% | -7.0% | +13.5% | +9.0% |
| 3M | +13.6% | +12.2% | +1.4% | +9.1% |
| 6M | -6.7% | -15.1% | +8.4% | -2.0% |
| YTD | -21.1% | -15.1% | -6.0% | -17.2% |
| 1Y | -29.6% | +2.3% | -31.9% | -30.9% |
| 3Y | -2.4% | -23.7% | +21.3% | +2.6% |
| 5Y | +11.2% | -38.9% | +50.2% | +24.6% |
| 10Y | +191.8% | +49.9% | +141.8% | +134.2% |
| All | +1,172.5% | +493.4% | +679.2% | +419.1% |
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 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