+272.5%
RF vs COO
+41.2%
+231.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.5% |
| 7D | -0.9% | +4.7% | -5.6% | -3.0% |
| 30D | +6.0% | +13.9% | -7.9% | -0.2% |
| 3M | -8.9% | -14.9% | +6.1% | -3.0% |
| 6M | +2.3% | +2.0% | +0.3% | -0.6% |
| YTD | +7.6% | -23.9% | +31.5% | +20.1% |
| 1Y | +21.2% | -9.6% | +30.8% | +24.2% |
| 3Y | +108.5% | -25.4% | +134.0% | +124.0% |
| 5Y | +43.2% | -41.2% | +84.4% | +70.8% |
| All | +272.5% | +41.2% | +231.3% | +280.4% |
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