+154.5%
SO vs COO
+48.2%
+106.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | -0.2% | -2.2% | +2.1% | +0.4% |
| 30D | -4.6% | -7.0% | +2.4% | -2.9% |
| 3M | -3.0% | +12.2% | -15.2% | -6.2% |
| 6M | -8.3% | -15.1% | +6.9% | -4.8% |
| YTD | +3.5% | -15.1% | +18.6% | +7.3% |
| 1Y | -0.9% | +2.3% | -3.3% | -2.7% |
| 3Y | +45.4% | -23.7% | +69.0% | +50.7% |
| 5Y | +59.6% | -38.9% | +98.5% | +74.5% |
| All | +154.5% | +48.2% | +106.3% | +115.0% |
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