-10.8%
DOW vs COO
-5.4%
-5.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.4% |
| 30D | +0.4% | -7.0% | +7.4% | +3.6% |
| 3M | -14.4% | +12.2% | -26.6% | -19.6% |
| 6M | -7.0% | -15.1% | +8.1% | -1.0% |
| YTD | +30.2% | -15.1% | +45.3% | +38.5% |
| 1Y | +29.2% | +2.3% | +26.9% | +24.8% |
| 3Y | -36.7% | -23.7% | -13.0% | -32.2% |
| 5Y | -37.7% | -38.9% | +1.2% | -25.8% |
| All | -10.8% | -5.4% | -5.4% | -16.8% |
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