+163.6%
W vs COO
+79.8%
+83.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.7% |
| 7D | -4.2% | -2.2% | -2.0% | -2.4% |
| 30D | -7.6% | -7.0% | -0.6% | -2.2% |
| 3M | +37.2% | +12.2% | +25.0% | +23.4% |
| 6M | +26.3% | -15.1% | +41.4% | +42.7% |
| YTD | -1.0% | -15.1% | +14.1% | +11.4% |
| 1Y | +20.1% | +2.3% | +17.7% | +14.8% |
| 3Y | +37.8% | -23.7% | +61.5% | +63.2% |
| 5Y | -63.7% | -38.9% | -24.7% | -48.1% |
| 10Y | +156.3% | +49.9% | +106.4% | +123.2% |
| All | +163.6% | +79.8% | +83.8% | +94.1% |
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