-44.0%
S vs COO
-36.5%
-7.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.1% |
| 7D | +1.2% | -2.3% | +3.5% | +2.7% |
| 30D | -7.3% | +13.3% | -20.6% | -14.0% |
| 3M | +5.9% | -18.1% | +24.0% | +17.3% |
| 6M | +45.6% | +6.7% | +38.9% | +34.4% |
| YTD | +58.5% | -23.2% | +81.8% | +81.6% |
| 1Y | +37.6% | -12.3% | +49.9% | +41.6% |
| 3Y | +51.7% | -23.6% | +75.2% | +51.0% |
| 5Y | -67.5% | -38.7% | -28.8% | -57.6% |
| All | -44.0% | -36.5% | -7.6% | -26.0% |
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