+191.7%
COP vs O
+14.8%
+176.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.8% | -0.6% | -0.3% | -0.7% |
| 30D | +15.6% | -2.0% | +17.5% | +16.2% |
| 3M | +14.3% | +3.0% | +11.3% | +13.3% |
| 6M | +17.0% | -3.6% | +20.6% | +18.0% |
| YTD | +47.4% | +12.1% | +35.4% | +42.1% |
| 1Y | +52.4% | +8.9% | +43.5% | +48.1% |
| 3Y | +20.8% | +30.3% | -9.5% | +9.9% |
| 5Y | +191.7% | +13.7% | +178.0% | +185.9% |
| All | +191.7% | +14.8% | +176.9% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling