+59.8%
SO vs COO
-38.8%
+98.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.5% |
| 7D | -0.2% | -2.2% | +2.1% | +0.2% |
| 30D | -4.6% | -7.0% | +2.4% | -3.4% |
| 3M | -3.0% | +12.2% | -15.2% | -5.1% |
| 6M | -8.3% | -15.1% | +6.9% | -6.0% |
| YTD | +3.5% | -15.1% | +18.6% | +6.0% |
| 1Y | -0.9% | +2.3% | -3.3% | -2.2% |
| 3Y | +45.4% | -23.7% | +69.0% | +49.2% |
| All | +59.8% | -38.8% | +98.6% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling