+11.3%
IR vs COO
-9.3%
+20.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.5% | +4.5% | -3.0% | -0.2% |
| 30D | +9.0% | +16.9% | -7.9% | +2.2% |
| 3M | -0.9% | -16.7% | +15.8% | +9.4% |
| 6M | +13.4% | +5.9% | +7.5% | +7.8% |
| YTD | +8.5% | -22.4% | +30.9% | +25.7% |
| 1Y | +11.3% | -10.1% | +21.4% | +21.0% |
| All | +11.3% | -9.3% | +20.6% | +21.0% |
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 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