+2,271.9%
D vs COO
+5,988.7%
-3,716.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +0.4% | -2.2% | +2.7% | +0.5% |
| 30D | -3.6% | -7.0% | +3.5% | -3.3% |
| 3M | -1.0% | +12.2% | -13.2% | -1.5% |
| 6M | +6.3% | -15.1% | +21.4% | +7.0% |
| YTD | +14.7% | -15.1% | +29.8% | +15.4% |
| 1Y | +16.9% | +2.3% | +14.6% | +16.6% |
| 3Y | +56.8% | -23.7% | +80.5% | +58.0% |
| 5Y | +5.2% | -38.9% | +44.1% | +6.7% |
| 10Y | +35.9% | +49.9% | -14.1% | +33.4% |
| All | +2,271.9% | +5,988.7% | -3,716.8% | +2,121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling