+5,283.0%
O vs COO
+6,891.9%
-1,608.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | +3.3% | +4.3% | -1.0% | +2.6% |
| 30D | +10.3% | +17.6% | -7.2% | +7.4% |
| 3M | -3.5% | -13.9% | +10.4% | -1.4% |
| 6M | -1.3% | +6.6% | -7.8% | -2.8% |
| YTD | +10.3% | -22.0% | +32.3% | +14.2% |
| 1Y | +10.4% | -8.8% | +19.2% | +11.3% |
| 3Y | +40.0% | -21.5% | +61.5% | +42.7% |
| 5Y | +12.4% | -41.0% | +53.4% | +19.0% |
| 10Y | +78.2% | +40.9% | +37.3% | +66.3% |
| All | +5,283.0% | +6,891.9% | -1,608.9% | +3,666.4% |
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 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