-53.2%
S vs COO
-29.7%
-23.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | -7.7% | -2.2% | -5.5% | -6.4% |
| 30D | -5.3% | -7.0% | +1.7% | -1.1% |
| 3M | +20.3% | +12.2% | +8.1% | +10.2% |
| 6M | +47.4% | -15.1% | +62.5% | +61.6% |
| YTD | +32.5% | -15.1% | +47.6% | +45.5% |
| 1Y | +9.5% | +2.3% | +7.2% | +3.6% |
| 3Y | +15.5% | -23.7% | +39.2% | +23.0% |
| 5Y | -71.2% | -38.9% | -32.3% | -61.4% |
| All | -53.2% | -29.7% | -23.5% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling