+340.0%
IR vs COO
+22.9%
+317.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +1.5% | +4.5% | -3.0% | -0.6% |
| 30D | +9.0% | +16.9% | -7.9% | +1.0% |
| 3M | -0.9% | -16.7% | +15.8% | +6.8% |
| 6M | +13.4% | +5.9% | +7.5% | +8.4% |
| YTD | +8.5% | -22.4% | +30.9% | +20.6% |
| 1Y | +11.3% | -10.1% | +21.4% | +15.1% |
| 3Y | +26.0% | -22.8% | +48.8% | +34.0% |
| 5Y | +47.9% | -41.4% | +89.3% | +77.2% |
| All | +340.0% | +22.9% | +317.1% | +307.7% |
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