+1,407.5%
RF vs COO
+5,456.7%
-4,049.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -1.6% | +5.3% | -6.9% | -2.2% |
| 30D | +5.0% | +12.5% | -7.5% | +3.6% |
| 3M | -10.0% | -15.1% | +5.2% | -8.5% |
| 6M | +3.3% | +3.7% | -0.4% | +2.5% |
| YTD | +7.9% | -22.5% | +30.4% | +10.8% |
| 1Y | +21.2% | -7.8% | +29.0% | +22.0% |
| 3Y | +105.8% | -24.1% | +129.9% | +110.5% |
| 5Y | +43.7% | -40.1% | +83.8% | +50.4% |
| 10Y | +289.4% | +44.7% | +244.7% | +275.7% |
| All | +1,407.5% | +5,456.7% | -4,049.2% | +1,174.4% |
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