+340.2%
COP vs O
+49.9%
+290.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.8% |
| 7D | -0.5% | -2.3% | +1.8% | +0.6% |
| 30D | +11.7% | -2.4% | +14.2% | +13.1% |
| 3M | +17.7% | -0.6% | +18.3% | +17.8% |
| 6M | +18.3% | -5.0% | +23.3% | +20.7% |
| YTD | +49.1% | +10.4% | +38.7% | +40.7% |
| 1Y | +53.3% | +6.6% | +46.8% | +47.3% |
| 3Y | +22.2% | +28.4% | -6.2% | +3.9% |
| 5Y | +193.3% | +15.3% | +178.0% | +160.4% |
| 10Y | +340.2% | +55.3% | +284.9% | +252.2% |
| All | +340.2% | +49.9% | +290.3% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling