+232.1%
W vs COO
+41.2%
+190.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | +0.1% |
| 7D | -3.6% | +4.7% | -8.3% | -7.0% |
| 30D | +7.0% | +13.9% | -6.9% | -4.0% |
| 3M | +7.4% | -14.9% | +22.3% | +20.5% |
| 6M | +69.3% | +2.0% | +67.3% | +60.5% |
| YTD | +11.3% | -23.9% | +35.2% | +35.7% |
| 1Y | +13.2% | -9.6% | +22.8% | +18.4% |
| 3Y | +142.0% | -25.4% | +167.4% | +186.1% |
| 5Y | -54.6% | -41.2% | -13.4% | -32.6% |
| All | +232.1% | +41.2% | +190.9% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling