+422.9%
COO vs VO
+797.8%
-374.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +4.7% | -2.6% | +7.3% | +6.9% |
| 30D | +13.9% | -0.9% | +14.8% | +14.7% |
| 3M | -14.9% | -3.0% | -11.9% | -12.8% |
| 6M | +2.0% | +2.2% | -0.2% | +0.1% |
| YTD | -23.9% | +10.6% | -34.5% | -29.8% |
| 1Y | -9.6% | +12.5% | -22.1% | -17.6% |
| 3Y | -25.4% | +61.4% | -86.8% | -48.7% |
| 5Y | -41.2% | +33.4% | -74.6% | -53.1% |
| 10Y | +42.1% | +201.5% | -159.5% | -39.1% |
| All | +422.9% | +797.8% | -374.9% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling