+25.0%
V vs COO
-13.9%
+38.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.2% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +6.3% | +13.9% | -7.6% | +4.0% |
| 3M | +17.2% | -18.9% | +36.1% | +22.7% |
| 6M | +29.2% | +3.7% | +25.5% | +28.0% |
| YTD | +20.8% | -24.1% | +44.9% | +30.5% |
| 1Y | +25.0% | -14.2% | +39.2% | +29.9% |
| All | +25.0% | -13.9% | +38.9% | +29.9% |
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