+50.3%
TER vs COO
-11.7%
+62.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.3% |
| 7D | +5.9% | -2.3% | +8.2% | +5.7% |
| 30D | -30.8% | +13.3% | -44.0% | -30.8% |
| 3M | -29.9% | -18.1% | -11.9% | -28.7% |
| 6M | -27.5% | +6.7% | -34.2% | -34.0% |
| YTD | +37.5% | -23.2% | +60.7% | +54.2% |
| 1Y | +50.3% | -12.3% | +62.5% | +64.3% |
| All | +50.3% | -11.7% | +62.0% | +64.3% |
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 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