+36.6%
FFIV vs COO
-7.7%
+44.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.2% |
| 7D | -9.8% | +8.4% | -18.2% | -9.5% |
| 30D | -28.1% | +13.5% | -41.6% | -27.7% |
| 3M | -20.0% | -13.8% | -6.3% | -19.6% |
| 6M | -0.1% | +4.7% | -4.8% | -1.6% |
| YTD | +29.2% | -21.4% | +50.6% | +42.4% |
| 1Y | +36.6% | -6.7% | +43.3% | +40.2% |
| All | +36.6% | -7.7% | +44.3% | +40.2% |
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 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