+589.4%
SE vs COO
+17.6%
+571.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | -6.1% | -2.2% | -3.9% | -4.8% |
| 30D | -2.5% | -7.0% | +4.6% | +1.8% |
| 3M | +21.7% | +12.2% | +9.5% | +11.8% |
| 6M | +27.0% | -15.1% | +42.1% | +38.7% |
| YTD | -12.1% | -15.1% | +3.0% | -4.1% |
| 1Y | -40.9% | +2.3% | -43.3% | -43.2% |
| 3Y | +191.0% | -23.7% | +214.7% | +213.1% |
| 5Y | -68.3% | -38.9% | -29.4% | -60.0% |
| All | +589.4% | +17.6% | +571.8% | +468.5% |
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