-6.5%
U vs COO
-7.1%
+0.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | -0.4% |
| 7D | +4.4% | -9.0% | +13.3% | +4.6% |
| 30D | -1.3% | -16.8% | +15.5% | -1.0% |
| 3M | +49.6% | -7.5% | +57.1% | +49.8% |
| 6M | +100.2% | -16.3% | +116.5% | +102.3% |
| YTD | -3.7% | -22.5% | +18.9% | -2.3% |
| 1Y | -6.5% | -7.0% | +0.5% | -6.2% |
| All | -6.5% | -7.1% | +0.6% | -6.2% |
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 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