+45.6%
DE vs COO
-20.6%
+66.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.7% | +14.8% | +2.7% |
| 7D | -2.4% | -23.3% | +20.9% | +2.6% |
| 30D | +9.7% | -29.5% | +39.2% | +17.6% |
| 3M | +21.4% | -20.0% | +41.3% | +25.9% |
| 6M | +15.0% | -27.2% | +42.2% | +23.5% |
| YTD | +46.4% | -33.9% | +80.3% | +61.4% |
| 1Y | +45.6% | -19.9% | +65.6% | +53.6% |
| All | +45.6% | -20.6% | +66.2% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling