+6,045.6%
IT vs COO
+21,645.4%
-15,599.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.4% |
| 7D | -6.0% | -2.2% | -3.8% | -5.7% |
| 30D | 0.0% | -7.0% | +7.0% | +1.3% |
| 3M | +13.1% | +12.2% | +0.9% | +11.0% |
| 6M | +11.7% | -15.1% | +26.8% | +14.6% |
| YTD | -26.1% | -15.1% | -11.0% | -24.1% |
| 1Y | -21.3% | +2.3% | -23.6% | -21.6% |
| 3Y | -46.7% | -23.7% | -23.1% | -44.8% |
| 5Y | -40.5% | -38.9% | -1.6% | -36.4% |
| 10Y | +103.9% | +49.9% | +54.0% | +92.5% |
| All | +6,045.6% | +21,645.4% | -15,599.7% | +4,045.4% |
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 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