-69.4%
U vs COO
-38.8%
-30.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -3.8% | -2.2% | -1.6% | -2.1% |
| 30D | +17.5% | -7.0% | +24.5% | +24.0% |
| 3M | +38.7% | +12.2% | +26.5% | +24.4% |
| 6M | +104.4% | -15.1% | +119.5% | +129.3% |
| YTD | -5.7% | -15.1% | +9.4% | +4.9% |
| 1Y | +3.7% | +2.3% | +1.3% | -4.6% |
| 3Y | +12.3% | -23.7% | +36.0% | +23.0% |
| All | -69.4% | -38.8% | -30.7% | -56.2% |
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 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