+47.0%
DD vs COO
-22.0%
+69.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.9% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | -10.3% | -7.0% | -3.3% | -8.1% |
| 3M | -7.5% | +12.2% | -19.7% | -12.0% |
| 6M | -8.0% | -15.1% | +7.1% | -2.3% |
| YTD | +10.5% | -15.1% | +25.6% | +17.3% |
| 1Y | +38.3% | +2.3% | +35.9% | +36.3% |
| All | +47.0% | -22.0% | +69.0% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling