+98.5%
DD vs COO
+40.7%
+57.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.8% |
| 7D | +9.8% | +4.3% | +5.5% | +7.7% |
| 30D | +19.3% | +17.6% | +1.8% | +11.1% |
| 3M | +9.4% | -13.9% | +23.2% | +15.4% |
| 6M | +4.8% | +6.6% | -1.8% | -0.4% |
| YTD | +30.2% | -22.0% | +52.2% | +42.8% |
| 1Y | +32.2% | -8.8% | +41.0% | +34.7% |
| 3Y | +93.1% | -21.5% | +114.6% | +103.3% |
| 5Y | +68.0% | -41.0% | +109.0% | +98.4% |
| 10Y | +98.5% | +40.9% | +57.6% | +77.0% |
| All | +98.5% | +40.7% | +57.8% | +77.0% |
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