+2,207.4%
ED vs COO
+5,988.7%
-3,781.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.3% |
| 7D | -0.2% | -2.2% | +2.0% | -0.1% |
| 30D | -0.1% | -7.0% | +6.9% | +0.1% |
| 3M | +3.9% | +12.2% | -8.3% | +3.4% |
| 6M | -3.0% | -15.1% | +12.1% | -2.5% |
| YTD | +10.7% | -15.1% | +25.8% | +11.3% |
| 1Y | +13.3% | +2.3% | +11.0% | +13.1% |
| 3Y | +34.5% | -23.7% | +58.2% | +35.3% |
| 5Y | +67.1% | -38.9% | +106.1% | +69.1% |
| 10Y | +103.0% | +49.9% | +53.1% | +99.3% |
| All | +2,207.4% | +5,988.7% | -3,781.3% | +2,006.8% |
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 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