+483.5%
COO vs VO
+827.2%
-343.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -2.2% | -0.3% | -2.0% | -2.0% |
| 30D | -7.0% | -0.3% | -6.7% | -6.8% |
| 3M | +12.2% | +2.9% | +9.3% | +9.5% |
| 6M | -15.1% | +9.3% | -24.5% | -21.0% |
| YTD | -15.1% | +14.2% | -29.3% | -23.6% |
| 1Y | +2.3% | +15.3% | -12.9% | -8.5% |
| 3Y | -23.7% | +56.2% | -79.9% | -46.2% |
| 5Y | -38.9% | +42.4% | -81.4% | -53.7% |
| 10Y | +49.9% | +194.7% | -144.8% | -34.8% |
| All | +483.5% | +827.2% | -343.7% | -11.8% |
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