+101.7%
FFIV vs COO
-23.7%
+125.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | -32.4% | +13.3% | -45.7% | -33.5% |
| 3M | -22.7% | -18.1% | -4.6% | -20.4% |
| 6M | -10.7% | +6.7% | -17.4% | -12.9% |
| YTD | +25.4% | -23.2% | +48.6% | +31.8% |
| 1Y | +34.2% | -12.3% | +46.5% | +36.9% |
| All | +101.7% | -23.7% | +125.5% | +106.5% |
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