+64.1%
COP vs O
+9.0%
+55.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | 0.0% | +7.1% | -7.2% | -1.6% |
| 3M | +15.0% | -5.2% | +20.3% | +16.3% |
| 6M | +22.0% | -1.8% | +23.8% | +22.5% |
| YTD | +55.3% | +9.1% | +46.3% | +35.7% |
| 1Y | +64.1% | +9.7% | +54.5% | +45.0% |
| All | +64.1% | +9.0% | +55.2% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling