+1,872.1%
T vs COO
+5,988.7%
-4,116.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.9% |
| 7D | -1.3% | -2.2% | +1.0% | -1.2% |
| 30D | +11.4% | -7.0% | +18.4% | +11.8% |
| 3M | +14.3% | +12.2% | +2.1% | +13.5% |
| 6M | -9.3% | -15.1% | +5.9% | -8.6% |
| YTD | +7.1% | -15.1% | +22.2% | +7.9% |
| 1Y | -9.1% | +2.3% | -11.4% | -9.4% |
| 3Y | +105.3% | -23.7% | +129.0% | +107.0% |
| 5Y | +66.8% | -38.9% | +105.7% | +69.5% |
| 10Y | +66.8% | +49.9% | +16.9% | +62.6% |
| All | +1,872.1% | +5,988.7% | -4,116.6% | +1,705.5% |
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 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