+209.8%
RF vs COO
+40.1%
+169.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +0.4% | -2.1% | +2.4% | +1.3% |
| 30D | +5.6% | +13.9% | -8.4% | -0.8% |
| 3M | -8.9% | -18.9% | +10.1% | -0.6% |
| 6M | +7.1% | +3.7% | +3.4% | +3.1% |
| YTD | +8.3% | -24.1% | +32.4% | +21.3% |
| 1Y | +16.8% | -14.2% | +31.0% | +22.9% |
| 3Y | +115.0% | -24.5% | +139.5% | +129.3% |
| 5Y | +46.4% | -40.4% | +86.8% | +73.9% |
| All | +209.8% | +40.1% | +169.8% | +188.7% |
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