+5,976.4%
SO vs COO
+5,988.7%
-12.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.7% |
| 7D | -0.2% | -2.2% | +2.1% | -0.1% |
| 30D | -4.6% | -7.0% | +2.4% | -4.3% |
| 3M | -3.0% | +12.2% | -15.2% | -3.5% |
| 6M | -8.3% | -15.1% | +6.9% | -7.7% |
| YTD | +3.5% | -15.1% | +18.6% | +4.1% |
| 1Y | -0.9% | +2.3% | -3.3% | -1.2% |
| 3Y | +45.4% | -23.7% | +69.0% | +46.3% |
| 5Y | +59.6% | -38.9% | +98.5% | +61.6% |
| 10Y | +156.6% | +49.9% | +106.7% | +152.5% |
| All | +5,976.4% | +5,988.7% | -12.3% | +5,587.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling