+449.1%
PL vs COO
-23.4%
+472.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | -9.3% | -2.2% | -7.1% | -8.3% |
| 30D | -18.9% | -7.0% | -11.9% | -16.0% |
| 3M | -58.4% | +12.2% | -70.6% | -62.4% |
| 6M | -30.3% | -15.1% | -15.2% | -23.4% |
| YTD | -8.1% | -15.1% | +7.0% | +0.6% |
| 1Y | +180.5% | +2.3% | +178.2% | +162.5% |
| All | +449.1% | -23.4% | +472.5% | +479.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling