+1,593.1%
T vs COO
+5,493.5%
-3,900.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | +1.7% | +4.3% | -2.6% | +1.5% |
| 30D | -1.7% | +17.6% | -19.3% | -2.5% |
| 3M | -7.3% | -13.9% | +6.5% | -6.7% |
| 6M | -11.2% | +6.6% | -17.8% | -11.6% |
| YTD | -8.1% | -22.0% | +13.9% | -7.1% |
| 1Y | -8.0% | -8.8% | +0.8% | -7.8% |
| 3Y | +62.1% | -21.5% | +83.6% | +63.0% |
| 5Y | +55.7% | -41.0% | +96.7% | +58.4% |
| 10Y | +54.1% | +40.9% | +13.2% | +50.6% |
| All | +1,593.1% | +5,493.5% | -3,900.4% | +1,455.2% |
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