+76.8%
V vs COO
-22.9%
+99.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +0.8% | +4.5% | -3.7% | 0.0% |
| 30D | +9.9% | +16.9% | -7.0% | +7.0% |
| 3M | +17.5% | -16.7% | +34.2% | +21.2% |
| 6M | +33.5% | +5.9% | +27.5% | +31.6% |
| YTD | +21.6% | -22.4% | +44.0% | +26.8% |
| 1Y | +27.6% | -10.1% | +37.7% | +29.6% |
| All | +76.8% | -22.9% | +99.8% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling