+810.9%
VOO vs COP
+487.2%
+323.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | +2.6% | +4.4% | -1.8% | +1.4% |
| 30D | -2.0% | 0.0% | -1.9% | -2.2% |
| 3M | -2.8% | +15.0% | -17.8% | -6.7% |
| 6M | +2.2% | +22.0% | -19.8% | -4.0% |
| YTD | +11.5% | +55.3% | -43.8% | -2.8% |
| 1Y | +13.5% | +64.1% | -50.6% | -2.7% |
| 3Y | +78.1% | +34.1% | +44.0% | +58.5% |
| 5Y | +73.1% | +133.4% | -60.2% | +26.3% |
| 10Y | +310.7% | +338.6% | -27.9% | +119.8% |
| All | +810.9% | +487.2% | +323.7% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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