+50.3%
O vs COO
+43.7%
+6.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.6% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | -2.0% | -8.8% | +6.9% | +1.1% |
| 3M | +3.0% | +1.3% | +1.7% | +2.2% |
| 6M | -3.6% | -11.6% | +7.9% | 0.0% |
| YTD | +12.1% | -17.4% | +29.5% | +18.8% |
| 1Y | +8.9% | -1.6% | +10.5% | +7.9% |
| 3Y | +30.3% | -22.6% | +53.0% | +36.0% |
| 5Y | +13.7% | -40.3% | +54.1% | +30.2% |
| 10Y | +50.3% | +45.2% | +5.1% | +21.4% |
| All | +50.3% | +43.7% | +6.6% | +21.4% |
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