+186.8%
SO vs COO
+40.7%
+146.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.7% |
| 7D | -1.1% | +4.3% | -5.4% | -2.2% |
| 30D | +8.6% | +17.6% | -9.0% | +4.3% |
| 3M | +1.8% | -13.9% | +15.7% | +5.0% |
| 6M | +3.6% | +6.6% | -2.9% | +1.0% |
| YTD | +9.9% | -22.0% | +31.9% | +15.8% |
| 1Y | +5.7% | -8.8% | +14.5% | +6.6% |
| 3Y | +52.5% | -21.5% | +74.0% | +55.0% |
| 5Y | +77.3% | -41.0% | +118.3% | +93.7% |
| 10Y | +186.8% | +40.9% | +145.9% | +148.0% |
| All | +186.8% | +40.7% | +146.1% | +148.0% |
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