+2,449.8%
ED vs COO
+5,356.1%
-2,906.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.3% |
| 7D | +1.6% | +4.7% | -3.1% | +1.5% |
| 30D | +13.3% | +13.9% | -0.6% | +12.7% |
| 3M | +9.7% | -14.9% | +24.7% | +10.3% |
| 6M | +12.8% | +2.0% | +10.8% | +12.6% |
| YTD | +22.3% | -23.9% | +46.2% | +23.4% |
| 1Y | +26.3% | -9.6% | +35.9% | +26.6% |
| 3Y | +45.0% | -25.4% | +70.5% | +46.0% |
| 5Y | +80.2% | -41.2% | +121.4% | +82.5% |
| 10Y | +129.9% | +42.1% | +87.8% | +126.1% |
| All | +2,449.8% | +5,356.1% | -2,906.4% | +2,236.5% |
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