+409.9%
COKE vs VOO
+82.8%
+327.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.2% |
| 30D | +2.0% | -1.1% | +3.1% | +2.7% |
| 3M | +3.5% | +3.9% | -0.4% | +0.9% |
| 6M | -7.7% | +13.6% | -21.4% | -15.9% |
| YTD | +26.2% | +12.7% | +13.5% | +15.5% |
| 1Y | +56.1% | +17.6% | +38.5% | +38.1% |
| 3Y | +195.1% | +77.3% | +117.8% | +85.3% |
| All | +409.9% | +82.8% | +327.1% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling