-48.8%
S vs COO
-37.0%
-11.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -13.4% | +4.7% | -18.2% | -15.8% |
| 30D | -14.0% | +13.9% | -27.9% | -20.5% |
| 3M | +4.9% | -14.9% | +19.8% | +13.4% |
| 6M | +42.0% | +2.0% | +40.0% | +34.7% |
| YTD | +45.1% | -23.9% | +69.0% | +67.0% |
| 1Y | +33.1% | -9.6% | +42.7% | +33.7% |
| 3Y | +40.6% | -25.4% | +66.1% | +43.2% |
| 5Y | -67.5% | -41.2% | -26.3% | -56.8% |
| All | -48.8% | -37.0% | -11.7% | -32.0% |
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