+21.0%
PL vs COO
-12.3%
+33.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.5% |
| 7D | +10.0% | +0.5% | +9.6% | +10.1% |
| 30D | -2.3% | +14.2% | -16.4% | +1.0% |
| 3M | -44.2% | -18.2% | -26.0% | -47.2% |
| 6M | -66.1% | +5.3% | -71.4% | -64.9% |
| YTD | -30.0% | -23.6% | -6.4% | -18.6% |
| 1Y | +21.0% | -12.7% | +33.7% | +34.8% |
| All | +21.0% | -12.3% | +33.3% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling