+66.5%
DD vs COO
+36.7%
+29.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.2% | +3.6% | +0.1% |
| 7D | -3.8% | -9.0% | +5.2% | +0.2% |
| 30D | -9.2% | -16.8% | +7.6% | -1.7% |
| 3M | -9.0% | -7.5% | -1.5% | -6.4% |
| 6M | -5.0% | -16.3% | +11.3% | +1.9% |
| YTD | +7.4% | -22.5% | +29.9% | +19.3% |
| 1Y | +35.1% | -7.0% | +42.1% | +37.5% |
| 3Y | +43.2% | -27.5% | +70.7% | +57.8% |
| 5Y | +59.6% | -43.3% | +103.0% | +93.8% |
| 10Y | +66.5% | +37.6% | +28.9% | +51.1% |
| All | +66.5% | +36.7% | +29.8% | +51.1% |
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