+96.4%
DE vs COO
-39.5%
+135.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.1% |
| 7D | +0.7% | -2.3% | +3.0% | +1.3% |
| 30D | +9.6% | -8.8% | +18.5% | +12.4% |
| 3M | +19.0% | +1.3% | +17.6% | +18.2% |
| 6M | +16.1% | -11.6% | +27.6% | +19.7% |
| YTD | +47.0% | -17.4% | +64.4% | +54.6% |
| 1Y | +43.1% | -1.6% | +44.7% | +42.8% |
| 3Y | +77.5% | -22.6% | +100.1% | +84.7% |
| 5Y | +96.4% | -40.3% | +136.7% | +125.0% |
| All | +96.4% | -39.5% | +135.8% | +125.0% |
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