+3,297.7%
V vs COO
+692.8%
+2,604.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | -0.4% | -2.1% | +1.7% | +0.4% |
| 30D | +6.3% | +13.9% | -7.6% | +1.5% |
| 3M | +17.2% | -18.9% | +36.1% | +25.1% |
| 6M | +29.2% | +3.7% | +25.5% | +25.9% |
| YTD | +20.8% | -24.1% | +44.9% | +31.2% |
| 1Y | +25.0% | -14.2% | +39.2% | +29.7% |
| 3Y | +75.3% | -24.5% | +99.7% | +83.4% |
| 5Y | +105.8% | -40.4% | +146.3% | +131.7% |
| 10Y | +451.9% | +40.5% | +411.4% | +355.1% |
| All | +3,297.7% | +692.8% | +2,604.9% | +1,455.1% |
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 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