+425.3%
M vs COO
+4,249.1%
-3,823.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +4.7% | -2.2% | +6.9% | +5.0% |
| 30D | -9.6% | -7.0% | -2.6% | -8.8% |
| 3M | +0.9% | +12.2% | -11.4% | -0.7% |
| 6M | +22.3% | -15.1% | +37.4% | +24.6% |
| YTD | +6.5% | -15.1% | +21.6% | +8.5% |
| 1Y | +38.8% | +2.3% | +36.4% | +38.2% |
| 3Y | +115.9% | -23.7% | +139.6% | +122.0% |
| 5Y | +28.6% | -38.9% | +67.6% | +35.5% |
| 10Y | -2.5% | +49.9% | -52.5% | -5.7% |
| All | +425.3% | +4,249.1% | -3,823.8% | +279.0% |
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 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