+403.1%
PL vs COO
-24.0%
+427.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.4% | -8.7% | -9.5% |
| 7D | -20.5% | +5.3% | -25.8% | -22.4% |
| 30D | -38.8% | +12.5% | -51.3% | -42.2% |
| 3M | -49.1% | -15.1% | -34.0% | -45.4% |
| 6M | -69.4% | +3.7% | -73.1% | -71.7% |
| YTD | -42.3% | -22.5% | -19.8% | -34.4% |
| 1Y | -14.2% | -7.8% | -6.4% | -15.1% |
| All | +403.1% | -24.0% | +427.1% | +407.6% |
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