-10.9%
DOW vs COO
-13.7%
+2.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | +2.2% |
| 7D | -6.0% | -9.0% | +3.0% | -2.2% |
| 30D | -2.7% | -16.8% | +14.1% | +5.3% |
| 3M | -10.5% | -7.5% | -3.0% | -8.1% |
| 6M | -12.4% | -16.3% | +3.8% | -6.7% |
| YTD | +30.0% | -22.5% | +52.6% | +43.8% |
| 1Y | +27.8% | -7.0% | +34.8% | +28.6% |
| 3Y | -34.9% | -27.5% | -7.5% | -29.1% |
| 5Y | -35.9% | -43.3% | +7.4% | -21.5% |
| All | -10.9% | -13.7% | +2.8% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling