+233.8%
LOW vs COO
+36.7%
+197.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.2% | +5.1% | +1.6% |
| 7D | -0.6% | -9.0% | +8.3% | +3.4% |
| 30D | -9.3% | -16.8% | +7.6% | -1.8% |
| 3M | -8.1% | -7.5% | -0.6% | -5.1% |
| 6M | -19.8% | -16.3% | -3.5% | -13.6% |
| YTD | -16.4% | -22.5% | +6.2% | -7.1% |
| 1Y | -24.7% | -7.0% | -17.7% | -23.1% |
| 3Y | -8.8% | -27.5% | +18.6% | +0.2% |
| 5Y | +7.8% | -43.3% | +51.1% | +29.9% |
| 10Y | +233.8% | +37.6% | +196.3% | +195.0% |
| All | +233.8% | +36.7% | +197.1% | +195.0% |
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