+48.2%
S vs COO
-23.7%
+71.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | -7.3% | +13.3% | -20.6% | -9.7% |
| 3M | +5.9% | -18.1% | +24.0% | +10.6% |
| 6M | +45.6% | +6.7% | +38.9% | +41.7% |
| YTD | +58.5% | -23.2% | +81.8% | +69.4% |
| 1Y | +37.6% | -12.3% | +49.9% | +40.5% |
| All | +48.2% | -23.7% | +71.9% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling