+382.0%
EAT vs COO
+43.7%
+338.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -1.8% |
| 7D | -4.9% | -2.3% | -2.6% | -3.7% |
| 30D | -1.2% | -8.8% | +7.6% | +3.9% |
| 3M | +52.2% | +1.3% | +50.9% | +50.5% |
| 6M | +65.0% | -11.6% | +76.6% | +75.5% |
| YTD | +55.0% | -17.4% | +72.4% | +71.0% |
| 1Y | +42.1% | -1.6% | +43.7% | +40.6% |
| 3Y | +614.7% | -22.6% | +637.4% | +660.3% |
| 5Y | +322.7% | -40.3% | +363.1% | +427.0% |
| 10Y | +382.0% | +45.2% | +336.8% | +358.8% |
| All | +382.0% | +43.7% | +338.3% | +358.8% |
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 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