+5,615.8%
NI vs COO
+5,406.0%
+209.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.6% | -2.3% | +2.9% | +0.7% |
| 30D | +11.2% | +13.3% | -2.1% | +10.5% |
| 3M | +9.2% | -18.1% | +27.2% | +10.1% |
| 6M | -1.8% | +6.7% | -8.5% | -2.3% |
| YTD | +12.0% | -23.2% | +35.2% | +13.3% |
| 1Y | +6.4% | -12.3% | +18.7% | +6.9% |
| 3Y | +99.4% | -23.6% | +122.9% | +100.9% |
| 5Y | +113.1% | -38.7% | +151.8% | +116.5% |
| 10Y | +192.3% | +42.2% | +150.1% | +187.6% |
| All | +5,615.8% | +5,406.0% | +209.8% | +5,406.6% |
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 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