+61.7%
DD vs COO
-41.6%
+103.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | +4.6% | +4.7% | -0.1% | +2.7% |
| 30D | +11.8% | +13.9% | -2.1% | +6.1% |
| 3M | +2.2% | -14.9% | +17.1% | +7.9% |
| 6M | -1.6% | +2.0% | -3.7% | -4.6% |
| YTD | +23.0% | -23.9% | +46.9% | +35.7% |
| 1Y | +26.9% | -9.6% | +36.6% | +29.9% |
| 3Y | +77.9% | -25.4% | +103.3% | +90.1% |
| All | +61.7% | -41.6% | +103.3% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling