+707.9%
P vs COO
+40.7%
+667.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.3% |
| 7D | -9.6% | +4.3% | -13.9% | -11.1% |
| 30D | -33.4% | +17.6% | -51.0% | -38.0% |
| 3M | +14.2% | -13.9% | +28.1% | +20.0% |
| 6M | +31.6% | +6.6% | +25.0% | +23.8% |
| YTD | +53.5% | -22.0% | +75.5% | +66.4% |
| 1Y | +14.2% | -8.8% | +23.0% | +14.6% |
| 3Y | +190.5% | -21.5% | +212.0% | +185.3% |
| 5Y | +256.3% | -41.0% | +297.3% | +313.4% |
| 10Y | +707.9% | +40.9% | +667.0% | +493.8% |
| All | +707.9% | +40.7% | +667.2% | +493.8% |
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