+927.6%
DD vs COO
+5,988.7%
-5,061.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | -3.5% | -2.2% | -1.3% | -3.3% |
| 30D | -10.3% | -7.0% | -3.3% | -9.7% |
| 3M | -7.5% | +12.2% | -19.7% | -8.6% |
| 6M | -8.0% | -15.1% | +7.1% | -6.7% |
| YTD | +10.5% | -15.1% | +25.6% | +12.0% |
| 1Y | +38.3% | +2.3% | +35.9% | +37.8% |
| 3Y | +42.5% | -23.7% | +66.2% | +45.3% |
| 5Y | +60.2% | -38.9% | +99.1% | +66.0% |
| 10Y | +68.9% | +49.9% | +18.9% | +63.9% |
| All | +927.6% | +5,988.7% | -5,061.1% | +723.8% |
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