+35.8%
EQT vs COO
-38.4%
+74.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.7% | +15.3% | +2.2% |
| 7D | -1.2% | -23.3% | +22.1% | +1.7% |
| 30D | +1.1% | -29.5% | +30.6% | +5.1% |
| 3M | +4.8% | -20.0% | +24.8% | +7.2% |
| 6M | -10.6% | -27.2% | +16.6% | -7.4% |
| YTD | +3.4% | -33.9% | +37.3% | +8.6% |
| 1Y | +8.7% | -19.9% | +28.6% | +11.2% |
| All | +35.8% | -38.4% | +74.2% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling