+512.8%
F vs COO
+5,456.7%
-4,943.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +1.4% | +5.3% | -3.9% | +0.9% |
| 30D | +2.0% | +12.5% | -10.5% | +0.8% |
| 3M | -10.4% | -15.1% | +4.8% | -9.1% |
| 6M | +9.7% | +3.7% | +6.0% | +8.9% |
| YTD | -1.2% | -22.5% | +21.3% | +0.9% |
| 1Y | 0.0% | -7.8% | +7.8% | +0.5% |
| 3Y | +41.1% | -24.1% | +65.2% | +43.6% |
| 5Y | -11.4% | -40.1% | +28.7% | -7.9% |
| 10Y | +85.0% | +44.7% | +40.3% | +78.6% |
| All | +512.8% | +5,456.7% | -4,943.9% | +396.0% |
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