+53.4%
T vs COO
-41.6%
+95.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +1.0% | +4.7% | -3.7% | +0.3% |
| 30D | -10.6% | +13.9% | -24.5% | -12.3% |
| 3M | -7.7% | -14.9% | +7.2% | -5.7% |
| 6M | -13.3% | +2.0% | -15.3% | -14.0% |
| YTD | -8.8% | -23.9% | +15.1% | -5.3% |
| 1Y | -8.4% | -9.6% | +1.2% | -7.7% |
| 3Y | +59.6% | -25.4% | +85.1% | +62.3% |
| All | +53.4% | -41.6% | +95.0% | +60.8% |
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