+36.9%
DD vs COO
-2.5%
+39.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.6% |
| 7D | -0.6% | -2.3% | +1.7% | 0.0% |
| 30D | -7.4% | -8.8% | +1.4% | -5.1% |
| 3M | -6.4% | +1.3% | -7.8% | -7.3% |
| 6M | -2.5% | -11.6% | +9.1% | +3.9% |
| YTD | +10.2% | -17.4% | +27.7% | +21.1% |
| 1Y | +36.9% | -1.6% | +38.5% | +40.8% |
| All | +36.9% | -2.5% | +39.4% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling