+61.7%
DD vs COO
-38.8%
+100.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.0% |
| 7D | -3.5% | -2.2% | -1.3% | -2.6% |
| 30D | -10.3% | -7.0% | -3.3% | -7.7% |
| 3M | -7.5% | +12.2% | -19.7% | -12.6% |
| 6M | -8.0% | -15.1% | +7.1% | -1.9% |
| YTD | +10.5% | -15.1% | +25.6% | +17.8% |
| 1Y | +38.3% | +2.3% | +35.9% | +35.5% |
| 3Y | +42.5% | -23.7% | +66.2% | +53.3% |
| All | +61.7% | -38.8% | +100.4% | +80.7% |
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