+82.2%
PR vs COO
+40.1%
+42.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | +6.7% | -2.1% | +8.8% | +7.3% |
| 30D | -6.1% | +13.9% | -20.1% | -10.2% |
| 3M | +6.9% | -18.9% | +25.8% | +13.0% |
| 6M | +14.6% | +3.7% | +10.9% | +10.6% |
| YTD | +66.1% | -24.1% | +90.3% | +78.3% |
| 1Y | +77.0% | -14.2% | +91.2% | +81.3% |
| 3Y | +93.8% | -24.5% | +118.3% | +100.8% |
| 5Y | +268.2% | -40.4% | +308.7% | +309.5% |
| All | +82.2% | +40.1% | +42.2% | +107.6% |
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 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