-4.4%
ON vs COO
-25.3%
+20.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.0% |
| 7D | -11.7% | +4.7% | -16.4% | -12.9% |
| 30D | -23.3% | +13.9% | -37.2% | -26.4% |
| 3M | -19.2% | -14.9% | -4.2% | -15.2% |
| 6M | -40.1% | +2.0% | -42.2% | -42.8% |
| YTD | +16.9% | -23.9% | +40.8% | +29.7% |
| 1Y | +29.7% | -9.6% | +39.4% | +31.3% |
| 3Y | -4.4% | -25.4% | +21.0% | -4.4% |
| All | -4.4% | -25.3% | +20.9% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling