+291.3%
IR vs COO
+34.5%
+256.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | -2.8% | -2.2% | -0.6% | -1.8% |
| 30D | -15.1% | -7.0% | -8.1% | -12.2% |
| 3M | +6.1% | +12.2% | -6.1% | 0.0% |
| 6M | -16.8% | -15.1% | -1.7% | -10.3% |
| YTD | -3.5% | -15.1% | +11.6% | +4.0% |
| 1Y | -3.5% | +2.3% | -5.8% | -5.2% |
| 3Y | +9.5% | -23.7% | +33.1% | +18.9% |
| 5Y | +45.1% | -38.9% | +84.0% | +73.0% |
| All | +291.3% | +34.5% | +256.7% | +251.6% |
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