+3,014.5%
EQT vs COO
+5,454.1%
-2,439.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.2% | +5.3% | -0.5% |
| 7D | -2.0% | -9.0% | +7.0% | -1.4% |
| 30D | +1.0% | -16.8% | +17.8% | +2.3% |
| 3M | +4.0% | -7.5% | +11.5% | +4.5% |
| 6M | -11.7% | -16.3% | +4.6% | -10.7% |
| YTD | +2.8% | -22.5% | +25.4% | +4.5% |
| 1Y | +10.0% | -7.0% | +17.0% | +10.3% |
| 3Y | +34.1% | -27.5% | +61.6% | +36.1% |
| 5Y | +195.3% | -43.3% | +238.6% | +203.9% |
| 10Y | +51.6% | +37.6% | +14.0% | +47.2% |
| All | +3,014.5% | +5,454.1% | -2,439.6% | +2,491.1% |
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