+7.3%
PL vs COO
-8.8%
+16.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.5% | +12.0% | +15.1% |
| 7D | +10.9% | +4.3% | +6.6% | +12.2% |
| 30D | -16.4% | +17.6% | -33.9% | -12.8% |
| 3M | -39.9% | -13.9% | -26.1% | -42.1% |
| 6M | -63.2% | +6.6% | -69.7% | -61.6% |
| YTD | -27.1% | -22.0% | -5.1% | -15.4% |
| All | +7.3% | -8.8% | +16.1% | +22.3% |
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