-44.7%
S vs COO
-35.5%
-9.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +6.6% |
| 7D | +1.6% | +4.3% | -2.7% | -0.8% |
| 30D | -10.5% | +17.6% | -28.1% | -18.7% |
| 3M | +9.9% | -13.9% | +23.8% | +18.2% |
| 6M | +41.8% | +6.6% | +35.2% | +31.2% |
| YTD | +56.8% | -22.0% | +78.8% | +78.1% |
| 1Y | +39.0% | -8.8% | +47.8% | +39.4% |
| 3Y | +53.8% | -21.5% | +75.3% | +50.0% |
| 5Y | -68.6% | -41.0% | -27.6% | -58.1% |
| All | -44.7% | -35.5% | -9.2% | -27.5% |
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