+26.3%
W vs COO
-15.8%
+42.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.3% |
| 7D | -4.2% | -2.2% | -2.0% | -3.0% |
| 30D | -7.6% | -7.0% | -0.6% | -4.0% |
| 3M | +37.2% | +12.2% | +25.0% | +30.3% |
| 6M | +26.3% | -15.1% | +41.4% | +70.1% |
| All | +26.3% | -15.8% | +42.1% | +70.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling