+49.1%
D vs COO
+41.1%
+8.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -1.4% | +0.5% | -1.8% | -1.5% |
| 30D | +7.7% | +14.2% | -6.4% | +4.2% |
| 3M | -0.3% | -18.2% | +17.9% | +4.4% |
| 6M | +10.1% | +5.3% | +4.7% | +7.6% |
| YTD | +19.1% | -23.6% | +42.6% | +26.1% |
| 1Y | +15.9% | -12.7% | +28.6% | +18.2% |
| 3Y | +75.0% | -24.2% | +99.2% | +80.1% |
| 5Y | +13.4% | -40.0% | +53.4% | +22.8% |
| All | +49.1% | +41.1% | +8.0% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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