-70.8%
OPEN vs COO
-7.5%
-63.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +2.1% |
| 7D | -4.3% | -2.2% | -2.0% | -2.1% |
| 30D | -16.2% | -7.0% | -9.2% | -10.3% |
| 3M | -36.4% | +12.2% | -48.6% | -44.6% |
| 6M | -35.5% | -15.1% | -20.3% | -26.2% |
| YTD | -46.0% | -15.1% | -30.9% | -38.0% |
| 1Y | -47.1% | +2.3% | -49.5% | -50.7% |
| 3Y | -19.0% | -23.7% | +4.6% | -3.0% |
| 5Y | -83.6% | -38.9% | -44.7% | -77.1% |
| All | -70.8% | -7.5% | -63.4% | -66.0% |
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 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