+309.3%
EAT vs COO
+40.1%
+269.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | -7.1% | -2.1% | -5.0% | -6.0% |
| 30D | -2.3% | +13.9% | -16.3% | -9.3% |
| 3M | -19.6% | -18.9% | -0.7% | -10.8% |
| 6M | +46.0% | +3.7% | +42.3% | +40.0% |
| YTD | +37.7% | -24.1% | +61.8% | +57.3% |
| 1Y | +73.8% | -14.2% | +88.0% | +84.2% |
| 3Y | +482.1% | -24.5% | +506.5% | +515.7% |
| 5Y | +362.5% | -40.4% | +402.9% | +466.3% |
| All | +309.3% | +40.1% | +269.3% | +299.4% |
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