+39.2%
S vs COO
-7.7%
+46.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +1.9% |
| 7D | -8.2% | +8.4% | -16.6% | -7.9% |
| 30D | -7.6% | +13.5% | -21.1% | -7.2% |
| 3M | +12.0% | -13.8% | +25.7% | +12.4% |
| 6M | +50.6% | +4.7% | +45.9% | +52.8% |
| YTD | +56.6% | -21.4% | +78.0% | +61.0% |
| 1Y | +39.2% | -6.7% | +46.0% | +39.6% |
| All | +39.2% | -7.7% | +46.9% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling