+2,733.6%
COP vs O
+5,387.7%
-2,654.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +3.0% | -0.7% | +3.7% | +3.3% |
| 30D | +17.5% | -1.9% | +19.4% | +18.2% |
| 3M | +13.4% | +3.8% | +9.5% | +11.7% |
| 6M | +17.7% | -4.7% | +22.5% | +19.4% |
| YTD | +46.6% | +12.5% | +34.1% | +40.0% |
| 1Y | +44.6% | +10.8% | +33.8% | +38.8% |
| 3Y | +20.7% | +28.8% | -8.1% | +8.3% |
| 5Y | +185.0% | +13.2% | +171.9% | +165.7% |
| 10Y | +347.0% | +53.5% | +293.5% | +269.0% |
| All | +2,733.6% | +5,387.7% | -2,654.1% | +954.7% |
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