+345.2%
IR vs COO
+23.6%
+321.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.5% |
| 7D | +5.0% | +4.3% | +0.7% | +2.9% |
| 30D | +10.3% | +17.6% | -7.3% | +1.9% |
| 3M | -0.1% | -13.9% | +13.8% | +5.9% |
| 6M | +14.8% | +6.6% | +8.2% | +9.4% |
| YTD | +9.7% | -22.0% | +31.7% | +21.7% |
| 1Y | +12.2% | -8.8% | +21.0% | +15.3% |
| 3Y | +30.0% | -21.5% | +51.5% | +37.1% |
| 5Y | +46.8% | -41.0% | +87.8% | +75.4% |
| All | +345.2% | +23.6% | +321.6% | +311.4% |
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