+77.5%
O vs COO
+40.1%
+37.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.4% | -2.1% | +1.7% | +0.3% |
| 30D | +8.3% | +13.9% | -5.6% | +3.6% |
| 3M | -4.0% | -18.9% | +15.0% | +2.4% |
| 6M | -2.6% | +3.7% | -6.4% | -5.0% |
| YTD | +9.9% | -24.1% | +34.0% | +19.1% |
| 1Y | +9.8% | -14.2% | +24.0% | +13.7% |
| 3Y | +39.7% | -24.5% | +64.2% | +45.3% |
| 5Y | +9.2% | -40.4% | +49.6% | +23.1% |
| All | +77.5% | +40.1% | +37.4% | +47.0% |
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