+62.1%
PR vs COO
+43.8%
+18.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.4% |
| 7D | -16.5% | +5.3% | -21.8% | -18.0% |
| 30D | -4.5% | +12.5% | -17.1% | -8.3% |
| 3M | +8.5% | -15.1% | +23.7% | +13.2% |
| 6M | -3.3% | +3.7% | -7.0% | -6.5% |
| YTD | +55.7% | -22.5% | +78.2% | +66.1% |
| 1Y | +82.0% | -7.8% | +89.8% | +81.9% |
| 3Y | +62.5% | -24.1% | +86.5% | +68.5% |
| 5Y | +223.9% | -40.1% | +264.0% | +259.8% |
| All | +62.1% | +43.8% | +18.2% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling