-24.7%
U vs COO
-27.8%
+3.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +6.7% |
| 7D | +36.6% | +4.7% | +31.9% | +32.1% |
| 30D | +13.3% | +13.9% | -0.6% | +3.3% |
| 3M | +26.2% | -14.9% | +41.1% | +38.4% |
| 6M | +88.7% | +2.0% | +86.7% | +77.8% |
| YTD | +16.6% | -23.9% | +40.5% | +35.8% |
| 1Y | +29.0% | -9.6% | +38.6% | +29.8% |
| 3Y | +99.5% | -25.4% | +124.9% | +111.1% |
| 5Y | -66.1% | -41.2% | -24.9% | -58.2% |
| All | -24.7% | -27.8% | +3.1% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling