+98.2%
DE vs COO
-44.2%
+142.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.2% |
| 7D | -3.0% | -9.0% | +5.9% | -0.6% |
| 30D | +11.1% | -16.8% | +28.0% | +16.8% |
| 3M | +17.6% | -7.5% | +25.1% | +19.8% |
| 6M | +13.6% | -16.3% | +29.9% | +18.9% |
| YTD | +46.3% | -22.5% | +68.8% | +56.4% |
| 1Y | +44.2% | -7.0% | +51.2% | +45.9% |
| 3Y | +76.6% | -27.5% | +104.0% | +86.9% |
| 5Y | +98.2% | -43.3% | +141.5% | +128.8% |
| All | +98.2% | -44.2% | +142.4% | +128.8% |
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 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