+284.7%
P vs COO
-40.4%
+325.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.0% |
| 7D | +11.6% | +0.5% | +11.2% | +11.6% |
| 30D | -23.7% | +14.2% | -37.8% | -25.2% |
| 3M | -8.0% | -18.2% | +10.2% | -5.1% |
| 6M | +27.9% | +5.3% | +22.6% | +25.5% |
| YTD | +61.2% | -23.6% | +84.7% | +69.4% |
| 1Y | +28.6% | -12.7% | +41.3% | +31.2% |
| 3Y | +200.5% | -24.2% | +224.7% | +198.7% |
| All | +284.7% | -40.4% | +325.1% | +333.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling