+196.2%
W vs COO
+61.1%
+135.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | 0.0% |
| 7D | -3.6% | +4.7% | -8.3% | -6.8% |
| 30D | +7.0% | +13.9% | -6.9% | -3.4% |
| 3M | +7.4% | -14.9% | +22.3% | +19.7% |
| 6M | +69.3% | +2.0% | +67.3% | +61.3% |
| YTD | +11.3% | -23.9% | +35.2% | +34.2% |
| 1Y | +13.2% | -9.6% | +22.8% | +18.3% |
| 3Y | +142.0% | -25.4% | +167.4% | +185.6% |
| 5Y | -54.6% | -41.2% | -13.4% | -33.7% |
| 10Y | +243.7% | +42.1% | +201.6% | +213.3% |
| All | +196.2% | +61.1% | +135.1% | +133.8% |
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