-68.4%
U vs COO
-41.6%
-26.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.8% |
| 7D | +36.6% | +4.7% | +31.9% | +31.8% |
| 30D | +13.3% | +13.9% | -0.6% | +2.6% |
| 3M | +26.2% | -14.9% | +41.1% | +39.3% |
| 6M | +88.7% | +2.0% | +86.7% | +76.6% |
| YTD | +16.6% | -23.9% | +40.5% | +37.4% |
| 1Y | +29.0% | -9.6% | +38.6% | +29.4% |
| 3Y | +99.5% | -25.4% | +124.9% | +105.4% |
| All | -68.4% | -41.6% | -26.8% | -59.5% |
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