+2,408.8%
D vs COO
+5,456.7%
-3,047.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | -0.1% |
| 7D | +6.9% | +5.3% | +1.7% | +6.7% |
| 30D | +12.3% | +12.5% | -0.2% | +11.7% |
| 3M | +3.0% | -15.1% | +18.2% | +3.7% |
| 6M | +12.8% | +3.7% | +9.1% | +12.5% |
| YTD | +22.6% | -22.5% | +45.1% | +23.7% |
| 1Y | +21.7% | -7.8% | +29.5% | +21.9% |
| 3Y | +83.9% | -24.1% | +108.0% | +85.2% |
| 5Y | +14.0% | -40.1% | +54.1% | +15.6% |
| 10Y | +45.6% | +44.7% | +0.9% | +43.2% |
| All | +2,408.8% | +5,456.7% | -3,047.9% | +2,257.6% |
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