+127.4%
ED vs COO
+41.2%
+86.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.0% |
| 7D | +1.6% | +4.7% | -3.1% | +0.7% |
| 30D | +13.3% | +13.9% | -0.6% | +10.5% |
| 3M | +9.7% | -14.9% | +24.7% | +12.8% |
| 6M | +12.8% | +2.0% | +10.8% | +11.6% |
| YTD | +22.3% | -23.9% | +46.2% | +28.0% |
| 1Y | +26.3% | -9.6% | +35.9% | +27.3% |
| 3Y | +45.0% | -25.4% | +70.5% | +49.1% |
| 5Y | +80.2% | -41.2% | +121.4% | +92.5% |
| All | +127.4% | +41.2% | +86.2% | +94.2% |
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