+14,609.3%
DE vs COO
+5,988.7%
+8,620.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +10.0% | -2.2% | +12.2% | +10.2% |
| 30D | +13.3% | -7.0% | +20.3% | +14.0% |
| 3M | +17.5% | +12.2% | +5.3% | +16.2% |
| 6M | +13.6% | -15.1% | +28.7% | +15.1% |
| YTD | +49.8% | -15.1% | +64.9% | +51.8% |
| 1Y | +47.9% | +2.3% | +45.5% | +47.3% |
| 3Y | +72.5% | -23.7% | +96.2% | +75.4% |
| 5Y | +90.2% | -38.9% | +129.2% | +96.4% |
| 10Y | +865.4% | +49.9% | +815.4% | +832.1% |
| All | +14,609.3% | +5,988.7% | +8,620.6% | +12,093.5% |
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