+449.6%
P vs COO
+72.3%
+377.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.4% | -15.0% | -15.9% |
| 7D | -31.9% | +5.3% | -37.1% | -33.3% |
| 30D | -36.5% | +12.5% | -49.1% | -39.7% |
| 3M | +11.6% | -15.1% | +26.7% | +17.5% |
| 6M | +25.2% | +3.7% | +21.5% | +19.6% |
| YTD | +39.4% | -22.5% | +62.0% | +50.8% |
| 1Y | -3.7% | -7.8% | +4.1% | -3.8% |
| 3Y | +167.3% | -24.1% | +191.4% | +168.9% |
| 5Y | +237.3% | -40.1% | +277.4% | +282.4% |
| 10Y | +698.6% | +44.7% | +653.9% | +552.4% |
| All | +449.6% | +72.3% | +377.3% | +343.0% |
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