+516.0%
ON vs COO
+40.7%
+475.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.6% | +7.5% |
| 7D | -1.4% | +4.3% | -5.7% | -4.1% |
| 30D | -10.9% | +17.6% | -28.4% | -20.2% |
| 3M | -14.9% | -13.9% | -1.0% | -8.2% |
| 6M | -33.0% | +6.6% | -39.6% | -39.8% |
| YTD | +27.6% | -22.0% | +49.6% | +43.9% |
| 1Y | +44.5% | -8.8% | +53.3% | +44.0% |
| 3Y | +7.4% | -21.5% | +28.9% | +11.9% |
| 5Y | +18.7% | -41.0% | +59.8% | +54.3% |
| 10Y | +516.0% | +40.9% | +475.1% | +370.3% |
| All | +516.0% | +40.7% | +475.3% | +370.3% |
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