+82.0%
PR vs COO
-7.8%
+89.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -5.1% |
| 7D | -16.5% | +5.3% | -21.8% | -15.7% |
| 30D | -4.5% | +12.5% | -17.1% | -2.8% |
| 3M | +8.5% | -15.1% | +23.7% | +7.7% |
| 6M | -3.3% | +3.7% | -7.0% | -1.7% |
| YTD | +55.7% | -22.5% | +78.2% | +65.3% |
| 1Y | +82.0% | -7.8% | +89.8% | +87.8% |
| All | +82.0% | -7.8% | +89.8% | +87.8% |
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