+52.3%
SO vs COO
-24.6%
+76.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -0.9% | -2.1% | +1.1% | -0.7% |
| 30D | +4.9% | +13.9% | -9.0% | +3.6% |
| 3M | +0.8% | -18.9% | +19.7% | +2.7% |
| 6M | +0.6% | +3.7% | -3.2% | 0.0% |
| YTD | +8.7% | -24.1% | +32.8% | +10.9% |
| 1Y | +4.0% | -14.2% | +18.2% | +4.8% |
| All | +52.3% | -24.6% | +76.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling