+355.0%
SE vs COO
+6.3%
+348.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.1% |
| 7D | -7.7% | -2.3% | -5.4% | -6.4% |
| 30D | -22.8% | +13.3% | -36.1% | -28.5% |
| 3M | -43.7% | -18.1% | -25.7% | -37.6% |
| 6M | -12.8% | +6.7% | -19.5% | -18.9% |
| YTD | -42.0% | -23.2% | -18.8% | -33.7% |
| 1Y | -48.0% | -12.3% | -35.7% | -45.7% |
| 3Y | +62.7% | -23.6% | +86.2% | +69.1% |
| 5Y | -77.8% | -38.7% | -39.1% | -72.4% |
| All | +355.0% | +6.3% | +348.7% | +292.9% |
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