-21.3%
IT vs COO
+4.1%
-25.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.9% |
| 7D | -6.0% | -2.2% | -3.8% | -4.9% |
| 30D | 0.0% | -7.0% | +7.0% | +3.7% |
| 3M | +13.1% | +12.2% | +0.9% | +9.4% |
| 6M | +11.7% | -15.1% | +26.8% | +24.9% |
| YTD | -26.1% | -15.1% | -11.0% | -17.2% |
| 1Y | -21.3% | +2.3% | -23.6% | -18.5% |
| All | -21.3% | +4.1% | -25.4% | -18.5% |
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