+18.2%
TER vs COO
-9.4%
+27.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.5% |
| 7D | -20.5% | +4.7% | -25.2% | -20.2% |
| 30D | -47.0% | +13.9% | -60.9% | -47.0% |
| 3M | -43.3% | -14.9% | -28.3% | -42.7% |
| 6M | -42.9% | +2.0% | -44.9% | -46.3% |
| YTD | +12.9% | -23.9% | +36.8% | +25.2% |
| 1Y | +18.2% | -9.6% | +27.8% | +26.9% |
| All | +18.2% | -9.4% | +27.5% | +26.9% |
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