+92.9%
FFIV vs COO
-38.8%
+131.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -1.0% | -2.2% | +1.3% | -0.3% |
| 30D | -5.1% | -7.0% | +1.9% | -3.0% |
| 3M | -4.5% | +12.2% | -16.7% | -8.9% |
| 6M | +36.5% | -15.1% | +51.6% | +43.4% |
| YTD | +53.0% | -15.1% | +68.1% | +60.8% |
| 1Y | +24.2% | +2.3% | +21.9% | +21.5% |
| 3Y | +137.2% | -23.7% | +160.9% | +149.6% |
| All | +92.9% | -38.8% | +131.7% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling