-23.9%
DOW vs COO
-23.3%
-0.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.0% |
| 7D | -9.4% | +4.3% | -13.7% | -10.4% |
| 30D | +8.9% | +17.6% | -8.6% | +4.5% |
| 3M | +6.7% | -13.9% | +20.6% | +10.7% |
| 6M | -14.2% | +6.6% | -20.7% | -17.2% |
| YTD | +36.9% | -22.0% | +58.9% | +47.3% |
| 1Y | +45.8% | -8.8% | +54.6% | +47.4% |
| 3Y | -23.9% | -21.5% | -2.4% | -24.9% |
| All | -23.9% | -23.3% | -0.6% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling