-87.0%
OPEN vs COO
-17.1%
-70.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.8% | -20.0% | -20.1% |
| 7D | -22.2% | +4.7% | -26.9% | -24.8% |
| 30D | -38.3% | +13.9% | -52.2% | -44.8% |
| 3M | -59.4% | -14.9% | -44.4% | -53.2% |
| 6M | -74.4% | +2.0% | -76.4% | -76.0% |
| YTD | -76.0% | -23.9% | -52.1% | -69.7% |
| 1Y | -78.7% | -9.6% | -69.0% | -77.6% |
| 3Y | -30.0% | -25.4% | -4.6% | -17.2% |
| 5Y | -93.7% | -41.2% | -52.5% | -90.8% |
| All | -87.0% | -17.1% | -70.0% | -83.4% |
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