+308.8%
SPOT vs COO
+13.5%
+295.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -3.0% | -2.3% | -0.6% | -2.1% |
| 30D | +15.2% | +13.3% | +1.9% | +10.0% |
| 3M | +21.6% | -18.1% | +39.7% | +30.3% |
| 6M | +45.2% | +6.7% | +38.5% | +39.8% |
| YTD | +4.9% | -23.2% | +28.1% | +14.5% |
| 1Y | -4.8% | -12.3% | +7.5% | -1.7% |
| 3Y | +256.3% | -23.6% | +279.8% | +269.4% |
| 5Y | +120.2% | -38.7% | +158.9% | +147.5% |
| All | +308.8% | +13.5% | +295.2% | +257.3% |
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 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