+8.4%
LOW vs COO
-39.5%
+47.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.7% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | -10.1% | -8.8% | -1.3% | -6.8% |
| 3M | -2.9% | +1.3% | -4.2% | -3.4% |
| 6M | -19.4% | -11.6% | -7.8% | -15.7% |
| YTD | -15.4% | -17.4% | +2.0% | -9.3% |
| 1Y | -24.9% | -1.6% | -23.3% | -25.0% |
| 3Y | -7.8% | -22.6% | +14.8% | -2.0% |
| 5Y | +8.4% | -40.3% | +48.7% | +18.8% |
| All | +8.4% | -39.5% | +47.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling