+1,044.2%
DD vs COO
+5,356.1%
-4,311.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.3% |
| 7D | +4.6% | +4.7% | -0.1% | +4.1% |
| 30D | +11.8% | +13.9% | -2.1% | +10.4% |
| 3M | +2.2% | -14.9% | +17.1% | +3.5% |
| 6M | -1.6% | +2.0% | -3.7% | -2.2% |
| YTD | +23.0% | -23.9% | +46.9% | +25.7% |
| 1Y | +26.9% | -9.6% | +36.6% | +27.7% |
| 3Y | +77.9% | -25.4% | +103.3% | +81.6% |
| 5Y | +59.9% | -41.2% | +101.1% | +66.1% |
| 10Y | +90.1% | +42.1% | +48.0% | +85.3% |
| All | +1,044.2% | +5,356.1% | -4,311.9% | +824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling