+686.6%
P vs COO
+41.2%
+645.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +4.2% |
| 7D | -23.8% | +4.7% | -28.5% | -25.4% |
| 30D | -36.6% | +13.9% | -50.5% | -40.3% |
| 3M | +10.9% | -14.9% | +25.8% | +17.0% |
| 6M | +30.0% | +2.0% | +28.0% | +24.5% |
| YTD | +44.4% | -23.9% | +68.3% | +58.0% |
| 1Y | +3.9% | -9.6% | +13.6% | +4.5% |
| 3Y | +176.6% | -25.4% | +202.0% | +178.9% |
| 5Y | +249.3% | -41.2% | +290.5% | +302.5% |
| All | +686.6% | +41.2% | +645.4% | +485.2% |
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