+24.2%
FFIV vs COO
+4.1%
+20.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | -1.0% | -2.2% | +1.3% | -0.9% |
| 30D | -5.1% | -7.0% | +1.9% | -4.8% |
| 3M | -4.5% | +12.2% | -16.7% | -6.5% |
| 6M | +36.5% | -15.1% | +51.6% | +46.6% |
| YTD | +53.0% | -15.1% | +68.1% | +64.4% |
| 1Y | +24.2% | +2.3% | +21.9% | +27.4% |
| All | +24.2% | +4.1% | +20.1% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling