+91.4%
IT vs COO
+36.7%
+54.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | +1.3% |
| 7D | -9.1% | -9.0% | -0.2% | -4.9% |
| 30D | -12.2% | -16.8% | +4.7% | -4.0% |
| 3M | +7.8% | -7.5% | +15.3% | +12.3% |
| 6M | +2.0% | -16.3% | +18.3% | +10.6% |
| YTD | -32.7% | -22.5% | -10.2% | -24.1% |
| 1Y | -31.1% | -7.0% | -24.1% | -29.0% |
| 3Y | -52.1% | -27.5% | -24.6% | -46.6% |
| 5Y | -46.3% | -43.3% | -3.0% | -33.2% |
| 10Y | +91.4% | +37.6% | +53.8% | +60.4% |
| All | +91.4% | +36.7% | +54.6% | +60.4% |
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