-22.7%
U vs COO
-27.5%
+4.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.8% |
| 7D | +2.6% | +0.5% | +2.1% | +2.2% |
| 30D | +27.6% | +14.2% | +13.4% | +16.2% |
| 3M | +15.3% | -18.2% | +33.5% | +30.1% |
| 6M | +96.4% | +5.3% | +91.0% | +80.7% |
| YTD | +19.6% | -23.6% | +43.1% | +38.8% |
| 1Y | +42.1% | -12.7% | +54.8% | +47.2% |
| 3Y | +87.5% | -24.2% | +111.7% | +95.0% |
| 5Y | -73.1% | -40.0% | -33.2% | -67.1% |
| All | -22.7% | -27.5% | +4.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling