+649.0%
P vs COO
+40.1%
+608.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.8% |
| 7D | +17.8% | -2.1% | +19.9% | +18.8% |
| 30D | -29.9% | +13.9% | -43.8% | -33.9% |
| 3M | -1.2% | -18.9% | +17.8% | +6.4% |
| 6M | +32.1% | +3.7% | +28.4% | +25.7% |
| YTD | +64.3% | -24.1% | +88.4% | +80.1% |
| 1Y | +24.3% | -14.2% | +38.5% | +28.1% |
| 3Y | +203.2% | -24.5% | +227.7% | +202.8% |
| 5Y | +290.4% | -40.4% | +330.9% | +346.8% |
| All | +649.0% | +40.1% | +608.9% | +367.1% |
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