+39.3%
FFIV vs COO
-41.6%
+80.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | -8.1% | +4.7% | -12.8% | -9.4% |
| 30D | -33.4% | +13.9% | -47.3% | -35.8% |
| 3M | -24.7% | -14.9% | -9.8% | -21.6% |
| 6M | -8.8% | +2.0% | -10.9% | -11.4% |
| YTD | +21.8% | -23.9% | +45.7% | +31.4% |
| 1Y | +25.3% | -9.6% | +34.9% | +26.8% |
| 3Y | +101.2% | -25.4% | +126.6% | +107.6% |
| All | +39.3% | -41.6% | +80.9% | +58.3% |
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 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