+101.2%
FFIV vs COO
-25.3%
+126.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -8.1% | +4.7% | -12.8% | -8.7% |
| 30D | -33.4% | +13.9% | -47.3% | -34.5% |
| 3M | -24.7% | -14.9% | -9.8% | -23.0% |
| 6M | -8.8% | +2.0% | -10.9% | -10.4% |
| YTD | +21.8% | -23.9% | +45.7% | +28.2% |
| 1Y | +25.3% | -9.6% | +34.9% | +26.9% |
| 3Y | +101.2% | -25.4% | +126.6% | +105.8% |
| All | +101.2% | -25.3% | +126.5% | +105.8% |
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