+35,474.9%
LOW vs COO
+5,988.7%
+29,486.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -1.7% | -2.2% | +0.5% | -1.5% |
| 30D | -7.0% | -7.0% | 0.0% | -6.4% |
| 3M | -0.9% | +12.2% | -13.1% | -1.9% |
| 6M | -20.1% | -15.1% | -5.0% | -18.9% |
| YTD | -13.9% | -15.1% | +1.2% | -12.6% |
| 1Y | -21.1% | +2.3% | -23.5% | -21.4% |
| 3Y | -6.6% | -23.7% | +17.0% | -4.8% |
| 5Y | +9.4% | -38.9% | +48.3% | +13.3% |
| 10Y | +220.5% | +49.9% | +170.6% | +210.9% |
| All | +35,474.9% | +5,988.7% | +29,486.2% | +28,279.1% |
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