+356.5%
EAT vs COO
+37.2%
+319.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -1.9% |
| 7D | -2.6% | +4.7% | -7.4% | -5.0% |
| 30D | +11.5% | +13.9% | -2.4% | +3.6% |
| 3M | -9.1% | -14.9% | +5.8% | -1.9% |
| 6M | +40.4% | +2.0% | +38.4% | +36.0% |
| YTD | +43.9% | -23.9% | +67.8% | +64.1% |
| 1Y | +101.9% | -9.6% | +111.6% | +107.8% |
| 3Y | +489.9% | -25.4% | +515.3% | +530.2% |
| 5Y | +362.6% | -41.2% | +403.8% | +470.2% |
| All | +356.5% | +37.2% | +319.3% | +358.6% |
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