+652.6%
P vs COO
+38.3%
+614.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | -13.3% | +4.5% | -17.8% | -14.8% |
| 30D | -34.0% | +16.9% | -50.9% | -38.4% |
| 3M | +4.1% | -16.7% | +20.8% | +10.8% |
| 6M | +30.5% | +5.9% | +24.5% | +23.0% |
| YTD | +52.2% | -22.4% | +74.6% | +65.4% |
| 1Y | +10.3% | -10.1% | +20.4% | +11.4% |
| 3Y | +180.9% | -22.8% | +203.6% | +178.4% |
| 5Y | +259.7% | -41.4% | +301.1% | +318.6% |
| 10Y | +652.6% | +41.3% | +611.4% | +441.8% |
| All | +652.6% | +38.3% | +614.3% | +441.8% |
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