+99.1%
V vs COO
-41.6%
+140.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.2% | +4.7% | -2.5% | +0.9% |
| 30D | +13.6% | +13.9% | -0.3% | +9.6% |
| 3M | +14.3% | -14.9% | +29.2% | +19.0% |
| 6M | +33.1% | +2.0% | +31.1% | +31.1% |
| YTD | +21.2% | -23.9% | +45.2% | +30.1% |
| 1Y | +26.4% | -9.6% | +36.1% | +28.6% |
| 3Y | +77.6% | -25.4% | +103.0% | +83.6% |
| All | +99.1% | -41.6% | +140.7% | +125.1% |
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