+11.1%
S vs COO
-23.4%
+34.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -7.7% | -2.2% | -5.5% | -7.2% |
| 30D | -5.3% | -7.0% | +1.7% | -3.6% |
| 3M | +20.3% | +12.2% | +8.1% | +16.3% |
| 6M | +47.4% | -15.1% | +62.5% | +54.3% |
| YTD | +32.5% | -15.1% | +47.6% | +38.9% |
| 1Y | +9.5% | +2.3% | +7.2% | +7.7% |
| All | +11.1% | -23.4% | +34.5% | +7.1% |
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