+50.3%
FANG vs COO
-38.4%
+88.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.7% | +16.0% | +2.8% |
| 7D | +1.2% | -23.3% | +24.5% | +3.8% |
| 30D | +2.4% | -29.5% | +31.9% | +6.0% |
| 3M | +5.1% | -20.0% | +25.0% | +7.0% |
| 6M | +16.4% | -27.2% | +43.6% | +20.7% |
| YTD | +39.0% | -33.9% | +72.9% | +46.8% |
| 1Y | +50.6% | -19.9% | +70.6% | +52.5% |
| All | +50.3% | -38.4% | +88.6% | +50.2% |
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