+376.0%
NDAQ vs COO
+43.7%
+332.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.9% |
| 7D | -2.6% | -2.3% | -0.3% | -1.7% |
| 30D | +0.5% | -8.8% | +9.3% | +3.8% |
| 3M | +9.9% | +1.3% | +8.6% | +9.2% |
| 6M | +8.2% | -11.6% | +19.8% | +12.6% |
| YTD | -1.5% | -17.4% | +15.9% | +5.0% |
| 1Y | +1.3% | -1.6% | +2.9% | +0.8% |
| 3Y | +92.6% | -22.6% | +115.2% | +103.1% |
| 5Y | +53.8% | -40.3% | +94.2% | +76.5% |
| 10Y | +376.0% | +45.2% | +330.8% | +286.6% |
| All | +376.0% | +43.7% | +332.2% | +286.6% |
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