+6.1%
SO vs COO
-10.8%
+17.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -0.1% | +4.5% | -4.6% | -0.5% |
| 30D | +8.7% | +16.9% | -8.2% | +7.2% |
| 3M | +3.4% | -16.7% | +20.1% | +5.1% |
| 6M | +3.7% | +5.9% | -2.2% | +3.2% |
| YTD | +10.0% | -22.4% | +32.5% | +9.2% |
| All | +6.1% | -10.8% | +17.0% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling