+79.3%
PR vs COO
-23.4%
+102.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +2.9% | -2.2% | +5.1% | +3.3% |
| 30D | +18.0% | -7.0% | +25.1% | +19.6% |
| 3M | +16.9% | +12.2% | +4.7% | +13.5% |
| 6M | +28.2% | -15.1% | +43.3% | +33.6% |
| YTD | +69.3% | -15.1% | +84.4% | +76.3% |
| 1Y | +69.5% | +2.3% | +67.2% | +66.9% |
| All | +79.3% | -23.4% | +102.7% | +71.9% |
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