+26.8%
PL vs COO
-39.3%
+66.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.8% | +12.2% | +11.3% |
| 7D | -6.8% | +4.7% | -11.5% | -9.5% |
| 30D | -29.3% | +13.9% | -43.2% | -34.7% |
| 3M | -44.8% | -14.9% | -29.8% | -40.6% |
| 6M | -68.4% | +2.0% | -70.4% | -70.8% |
| YTD | -36.4% | -23.9% | -12.4% | -28.3% |
| 1Y | +0.7% | -9.6% | +10.3% | -0.2% |
| 3Y | +455.3% | -25.4% | +480.7% | +514.7% |
| 5Y | +22.7% | -41.2% | +63.9% | +53.4% |
| All | +26.8% | -39.3% | +66.1% | +58.7% |
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