+1,111.5%
DD vs COO
+5,493.5%
-4,382.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +5.7% |
| 7D | +9.8% | +4.3% | +5.5% | +9.3% |
| 30D | +19.3% | +17.6% | +1.8% | +17.5% |
| 3M | +9.4% | -13.9% | +23.2% | +10.7% |
| 6M | +4.8% | +6.6% | -1.8% | +3.8% |
| YTD | +30.2% | -22.0% | +52.2% | +32.8% |
| 1Y | +32.2% | -8.8% | +41.0% | +32.9% |
| 3Y | +93.1% | -21.5% | +114.6% | +96.2% |
| 5Y | +68.0% | -41.0% | +109.0% | +74.5% |
| 10Y | +98.5% | +40.9% | +57.6% | +93.5% |
| All | +1,111.5% | +5,493.5% | -4,382.0% | +876.9% |
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