+95.6%
F vs COO
+49.3%
+46.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.0% |
| 7D | +5.3% | -2.2% | +7.6% | +6.2% |
| 30D | +4.6% | -7.0% | +11.6% | +7.6% |
| 3M | -3.7% | +12.2% | -15.9% | -8.6% |
| 6M | +16.8% | -15.1% | +31.9% | +23.9% |
| YTD | +15.3% | -15.1% | +30.4% | +22.2% |
| 1Y | +31.0% | +2.3% | +28.7% | +28.0% |
| 3Y | +45.4% | -23.7% | +69.1% | +55.1% |
| 5Y | +54.7% | -38.9% | +93.6% | +76.4% |
| All | +95.6% | +49.3% | +46.3% | +75.8% |
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 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