-25.4%
COO vs VO
+60.2%
-85.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.7% | -2.6% | +7.3% | +7.2% |
| 30D | +13.9% | -0.9% | +14.8% | +14.8% |
| 3M | -14.9% | -3.0% | -11.9% | -12.5% |
| 6M | +2.0% | +2.2% | -0.2% | -0.3% |
| YTD | -23.9% | +10.6% | -34.5% | -31.1% |
| 1Y | -9.6% | +12.5% | -22.1% | -19.5% |
| 3Y | -25.4% | +61.4% | -86.8% | -56.1% |
| All | -25.4% | +60.2% | -85.6% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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