+231.7%
RF vs COO
+40.2%
+191.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -1.3% | -2.3% | +1.0% | -0.3% |
| 30D | +4.6% | +13.3% | -8.6% | -1.3% |
| 3M | -8.4% | -18.1% | +9.6% | -0.7% |
| 6M | +8.9% | +6.7% | +2.2% | +3.4% |
| YTD | +8.8% | -23.2% | +32.0% | +21.0% |
| 1Y | +18.9% | -12.3% | +31.2% | +23.7% |
| 3Y | +116.0% | -23.6% | +139.5% | +129.1% |
| 5Y | +46.0% | -38.7% | +84.7% | +70.6% |
| 10Y | +231.7% | +42.2% | +189.5% | +229.6% |
| All | +231.7% | +40.2% | +191.6% | +229.6% |
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