+90.1%
RF vs COO
-38.8%
+128.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.3% | -2.2% | +3.5% | +2.2% |
| 30D | -3.6% | -7.0% | +3.4% | -1.1% |
| 3M | +8.1% | +12.2% | -4.1% | +3.1% |
| 6M | +11.5% | -15.1% | +26.6% | +17.9% |
| YTD | +15.6% | -15.1% | +30.7% | +22.2% |
| 1Y | +15.7% | +2.3% | +13.3% | +13.7% |
| 3Y | +86.9% | -23.7% | +110.6% | +98.6% |
| All | +90.1% | -38.8% | +128.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling