+85.3%
TER vs COO
-38.7%
+124.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.0% | +9.3% | +8.7% |
| 7D | +5.9% | -2.3% | +8.2% | +7.0% |
| 30D | -30.8% | +13.3% | -44.0% | -34.7% |
| 3M | -29.9% | -18.1% | -11.9% | -24.5% |
| 6M | -27.5% | +6.7% | -34.2% | -33.1% |
| YTD | +37.5% | -23.2% | +60.7% | +52.0% |
| 1Y | +50.3% | -12.3% | +62.5% | +54.3% |
| 3Y | +204.9% | -23.6% | +228.4% | +209.9% |
| All | +85.3% | -38.7% | +124.0% | +117.6% |
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