+6,197.3%
IT vs COO
+19,876.7%
-13,679.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | -18.8% | +4.3% | -23.1% | -19.4% |
| 30D | -0.1% | +17.6% | -17.7% | -2.7% |
| 3M | +2.9% | -13.9% | +16.8% | +5.3% |
| 6M | +20.4% | +6.6% | +13.9% | +18.9% |
| YTD | -24.3% | -22.0% | -2.3% | -21.2% |
| 1Y | -17.2% | -8.8% | -8.4% | -16.1% |
| 3Y | -52.4% | -21.5% | -30.9% | -51.0% |
| 5Y | -43.7% | -41.0% | -2.7% | -39.6% |
| 10Y | +90.3% | +40.9% | +49.4% | +81.3% |
| All | +6,197.3% | +19,876.7% | -13,679.5% | +4,199.4% |
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