+365.7%
SE vs COO
+5.4%
+360.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +2.0% | +4.7% | -2.7% | -0.7% |
| 30D | -20.0% | +13.9% | -33.9% | -26.1% |
| 3M | -31.8% | -14.9% | -16.8% | -26.0% |
| 6M | -15.9% | +2.0% | -17.9% | -19.6% |
| YTD | -40.6% | -23.9% | -16.7% | -31.8% |
| 1Y | -50.7% | -9.6% | -41.1% | -49.6% |
| 3Y | +70.3% | -25.4% | +95.7% | +80.1% |
| 5Y | -78.8% | -41.2% | -37.7% | -73.1% |
| All | +365.7% | +5.4% | +360.4% | +304.2% |
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