-7.2%
T vs COO
-2.5%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | +7.6% | -8.8% | +16.4% | +8.2% |
| 3M | +15.3% | +1.3% | +14.0% | +15.3% |
| 6M | -8.5% | -11.6% | +3.1% | -7.9% |
| YTD | +6.8% | -17.4% | +24.2% | +7.7% |
| 1Y | -7.2% | -1.6% | -5.6% | -7.5% |
| All | -7.2% | -2.5% | -4.7% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling