+5,059.0%
NI vs COO
+5,988.7%
-929.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | +2.0% | -2.2% | +4.2% | +2.1% |
| 30D | -3.5% | -7.0% | +3.5% | -3.2% |
| 3M | -9.1% | +12.2% | -21.3% | -9.7% |
| 6M | -11.8% | -15.1% | +3.3% | -11.2% |
| YTD | +1.1% | -15.1% | +16.2% | +1.8% |
| 1Y | +6.7% | +2.3% | +4.4% | +6.4% |
| 3Y | +71.1% | -23.7% | +94.8% | +72.5% |
| 5Y | +94.3% | -38.9% | +133.2% | +97.4% |
| 10Y | +135.8% | +49.9% | +85.8% | +131.4% |
| All | +5,059.0% | +5,988.7% | -929.7% | +4,850.1% |
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 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