+1,514.2%
RF vs COO
+5,988.7%
-4,474.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.3% | -2.2% | +3.5% | +1.6% |
| 30D | -3.6% | -7.0% | +3.4% | -2.8% |
| 3M | +8.1% | +12.2% | -4.1% | +6.5% |
| 6M | +11.5% | -15.1% | +26.6% | +13.5% |
| YTD | +15.6% | -15.1% | +30.7% | +17.7% |
| 1Y | +15.7% | +2.3% | +13.3% | +15.2% |
| 3Y | +86.9% | -23.7% | +110.6% | +91.4% |
| 5Y | +89.8% | -38.9% | +128.7% | +98.5% |
| 10Y | +344.7% | +49.9% | +294.8% | +327.5% |
| All | +1,514.2% | +5,988.7% | -4,474.5% | +1,253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling