+69.5%
PR vs COO
+4.1%
+65.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.7% |
| 7D | +2.9% | -2.2% | +5.1% | +2.7% |
| 30D | +18.0% | -7.0% | +25.1% | +17.3% |
| 3M | +16.9% | +12.2% | +4.7% | +18.0% |
| 6M | +28.2% | -15.1% | +43.3% | +34.0% |
| YTD | +69.3% | -15.1% | +84.4% | +76.8% |
| 1Y | +69.5% | +2.3% | +67.2% | +73.4% |
| All | +69.5% | +4.1% | +65.4% | +73.4% |
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 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