+140.2%
NI vs COO
+17.0%
+123.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -22.5% | +22.6% | +7.1% |
| 30D | -1.4% | -29.7% | +28.4% | +8.6% |
| 3M | -10.6% | -20.1% | +9.6% | -5.4% |
| 6M | -9.3% | -26.9% | +17.6% | -1.8% |
| YTD | +1.1% | -34.2% | +35.4% | +12.8% |
| 1Y | +3.4% | -21.3% | +24.6% | +8.7% |
| 3Y | +67.9% | -38.7% | +106.5% | +85.3% |
| 5Y | +98.0% | -52.2% | +150.2% | +133.5% |
| All | +140.2% | +17.0% | +123.2% | +113.9% |
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