+73.3%
D vs COO
-25.3%
+98.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | +3.0% | +4.7% | -1.7% | +2.3% |
| 30D | +11.5% | +13.9% | -2.4% | +9.5% |
| 3M | +3.7% | -14.9% | +18.7% | +5.9% |
| 6M | +13.5% | +2.0% | +11.5% | +12.7% |
| YTD | +20.7% | -23.9% | +44.6% | +24.6% |
| 1Y | +18.2% | -9.6% | +27.9% | +18.6% |
| 3Y | +73.3% | -25.4% | +98.7% | +67.7% |
| All | +73.3% | -25.3% | +98.6% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling