+32.6%
NET vs COO
-38.9%
+71.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.5% | -6.0% |
| 7D | -16.4% | +8.4% | -24.8% | -20.6% |
| 30D | -25.8% | +13.5% | -39.3% | -31.8% |
| 3M | -11.5% | -13.8% | +2.2% | -4.8% |
| 6M | +18.9% | +4.7% | +14.2% | +9.7% |
| YTD | +35.2% | -21.4% | +56.6% | +53.0% |
| 1Y | +14.5% | -6.7% | +21.2% | +12.0% |
| 3Y | +313.8% | -23.0% | +336.8% | +302.3% |
| 5Y | +32.6% | -38.7% | +71.3% | +66.5% |
| All | +32.6% | -38.9% | +71.4% | +66.5% |
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