+5,289.3%
O vs COO
+6,782.5%
-1,493.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +1.0% |
| 30D | +9.4% | +13.3% | -3.9% | +7.2% |
| 3M | -2.4% | -18.1% | +15.7% | +0.6% |
| 6M | -1.9% | +6.7% | -8.6% | -3.4% |
| YTD | +10.5% | -23.2% | +33.7% | +14.6% |
| 1Y | +10.0% | -12.3% | +22.3% | +11.5% |
| 3Y | +40.5% | -23.6% | +64.0% | +43.9% |
| 5Y | +10.2% | -38.7% | +48.9% | +16.1% |
| 10Y | +82.5% | +42.2% | +40.3% | +70.2% |
| All | +5,289.3% | +6,782.5% | -1,493.2% | +3,680.7% |
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