+5.7%
NI vs COO
-7.1%
+12.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.2% |
| 7D | +1.3% | -9.0% | +10.2% | +2.4% |
| 30D | -0.3% | -16.8% | +16.6% | +2.0% |
| 3M | -9.5% | -7.5% | -2.0% | -8.9% |
| 6M | -10.2% | -16.3% | +6.0% | -8.7% |
| YTD | +1.8% | -22.5% | +24.3% | +4.7% |
| 1Y | +5.7% | -7.0% | +12.7% | +4.1% |
| All | +5.7% | -7.1% | +12.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling