+126.6%
FFIV vs COO
+40.7%
+85.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.4% |
| 7D | -2.1% | +4.3% | -6.4% | -3.5% |
| 30D | -33.8% | +17.6% | -51.4% | -37.5% |
| 3M | -20.6% | -13.9% | -6.7% | -17.1% |
| 6M | -10.2% | +6.6% | -16.8% | -14.3% |
| YTD | +24.5% | -22.0% | +46.5% | +33.8% |
| 1Y | +29.3% | -8.8% | +38.1% | +30.5% |
| 3Y | +103.8% | -21.5% | +125.3% | +108.6% |
| 5Y | +40.9% | -41.0% | +81.9% | +60.5% |
| 10Y | +126.6% | +40.9% | +85.7% | +93.3% |
| All | +126.6% | +40.7% | +85.9% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling