+34.8%
SOLS vs COO
-16.4%
+51.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | +5.3% | +4.5% | +0.8% | +5.0% |
| 30D | +6.0% | +16.9% | -10.9% | +4.0% |
| 3M | +7.9% | -16.7% | +24.6% | +11.2% |
| 6M | -16.7% | +5.9% | -22.7% | -19.6% |
| YTD | +34.3% | -22.4% | +56.7% | +50.0% |
| 1Y | +38.2% | -10.1% | +48.3% | +49.0% |
| All | +34.8% | -16.4% | +51.1% | +43.7% |
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