+69.9%
PR vs COO
-24.0%
+93.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.7% |
| 7D | -16.5% | +5.3% | -21.8% | -17.1% |
| 30D | -4.5% | +12.5% | -17.1% | -6.1% |
| 3M | +8.5% | -15.1% | +23.7% | +11.5% |
| 6M | -3.3% | +3.7% | -7.0% | -4.9% |
| YTD | +55.7% | -22.5% | +78.2% | +64.4% |
| 1Y | +82.0% | -7.8% | +89.8% | +83.0% |
| All | +69.9% | -24.0% | +93.9% | +68.5% |
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