+88.1%
IT vs COO
+38.3%
+49.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -7.5% | +4.5% | -12.0% | -9.4% |
| 30D | -1.2% | +16.9% | -18.1% | -8.0% |
| 3M | -2.2% | -16.7% | +14.5% | +5.9% |
| 6M | +19.1% | +5.9% | +13.1% | +14.8% |
| YTD | -25.1% | -22.4% | -2.7% | -16.2% |
| 1Y | -17.4% | -10.1% | -7.3% | -14.1% |
| 3Y | -54.1% | -22.8% | -31.3% | -50.9% |
| 5Y | -42.7% | -41.4% | -1.3% | -30.5% |
| 10Y | +88.1% | +41.3% | +46.9% | +55.7% |
| All | +88.1% | +38.3% | +49.8% | +55.7% |
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