+33.2%
Q vs COO
-14.4%
+47.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +6.6% | -2.3% | +8.9% | +6.6% |
| 30D | +2.7% | +13.3% | -10.6% | +2.0% |
| 3M | -8.4% | -18.1% | +9.7% | -6.4% |
| 6M | -17.3% | +6.7% | -24.0% | -22.7% |
| YTD | +55.3% | -23.2% | +78.5% | +75.4% |
| 1Y | +31.5% | -12.3% | +43.7% | +42.4% |
| All | +33.2% | -14.4% | +47.5% | +44.8% |
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 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