+485.4%
P vs COO
+88.8%
+396.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.0% |
| 7D | +6.5% | -2.2% | +8.8% | +7.5% |
| 30D | +18.8% | -7.0% | +25.8% | +22.3% |
| 3M | +26.7% | +12.2% | +14.5% | +19.4% |
| 6M | +62.2% | -15.1% | +77.3% | +71.2% |
| YTD | +48.5% | -15.1% | +63.6% | +56.9% |
| 1Y | +26.4% | +2.3% | +24.1% | +22.2% |
| 3Y | +159.4% | -23.7% | +183.1% | +167.5% |
| 5Y | +275.8% | -38.9% | +314.7% | +335.5% |
| 10Y | +732.0% | +49.9% | +682.1% | +564.9% |
| All | +485.4% | +88.8% | +396.6% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling