+26.4%
EWJ vs COO
-7.1%
+33.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | -0.2% |
| 7D | +1.0% | -9.0% | +10.0% | +2.2% |
| 30D | +1.0% | -16.8% | +17.8% | +3.4% |
| 3M | +7.2% | -7.5% | +14.7% | +7.8% |
| 6M | +13.9% | -16.3% | +30.2% | +18.8% |
| YTD | +20.8% | -22.5% | +43.3% | +28.4% |
| 1Y | +26.4% | -7.0% | +33.4% | +28.8% |
| All | +26.4% | -7.1% | +33.4% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling