+2,776.0%
COP vs O
+5,241.4%
-2,465.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -11.5% | +3.7% | -15.2% | -12.8% |
| 30D | +5.0% | +11.2% | -6.2% | +0.9% |
| 3M | +17.5% | -4.0% | +21.5% | +19.0% |
| 6M | +16.2% | -5.2% | +21.5% | +18.1% |
| YTD | +48.8% | +9.5% | +39.3% | +43.3% |
| 1Y | +64.1% | +10.6% | +53.5% | +57.5% |
| 3Y | +25.7% | +38.1% | -12.4% | +9.9% |
| 5Y | +114.4% | +10.2% | +104.1% | +101.7% |
| 10Y | +331.7% | +71.4% | +260.3% | +245.5% |
| All | +2,776.0% | +5,241.4% | -2,465.3% | +979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling