+107.4%
DE vs COO
-41.3%
+148.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +2.3% | -2.3% | +4.6% | +2.9% |
| 30D | +9.3% | +13.3% | -3.9% | +5.8% |
| 3M | +12.2% | -18.1% | +30.3% | +17.7% |
| 6M | +18.1% | +6.7% | +11.4% | +14.6% |
| YTD | +49.8% | -23.2% | +73.0% | +59.6% |
| 1Y | +46.4% | -12.3% | +58.7% | +50.1% |
| 3Y | +92.5% | -23.6% | +116.1% | +99.2% |
| 5Y | +107.4% | -38.7% | +146.1% | +124.9% |
| All | +107.4% | -41.3% | +148.7% | +124.9% |
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 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