+36.8%
S vs COO
-8.8%
+45.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.5% | +8.1% |
| 7D | +1.6% | +4.3% | -2.7% | +1.7% |
| 30D | -10.5% | +17.6% | -28.1% | -9.9% |
| 3M | +9.9% | -13.9% | +23.8% | +10.1% |
| 6M | +41.8% | +6.6% | +35.2% | +44.0% |
| YTD | +56.8% | -22.0% | +78.8% | +60.1% |
| All | +36.8% | -8.8% | +45.6% | +52.4% |
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 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