+379.5%
SE vs COO
+8.0%
+371.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.5% |
| 7D | +3.3% | +4.3% | -1.0% | +0.8% |
| 30D | -18.2% | +17.6% | -35.7% | -25.8% |
| 3M | -31.3% | -13.9% | -17.4% | -26.0% |
| 6M | -10.1% | +6.6% | -16.7% | -16.3% |
| YTD | -38.9% | -22.0% | -16.9% | -30.8% |
| 1Y | -48.0% | -8.8% | -39.2% | -47.0% |
| 3Y | +78.8% | -21.5% | +100.3% | +82.5% |
| 5Y | -77.1% | -41.0% | -36.1% | -71.0% |
| All | +379.5% | +8.0% | +371.4% | +310.1% |
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 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