+146.8%
GOOG vs COO
-23.3%
+170.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | -5.1% | -8.8% | +3.8% | -3.6% |
| 3M | -7.1% | +1.3% | -8.4% | -7.4% |
| 6M | +12.7% | -11.6% | +24.2% | +14.5% |
| YTD | +7.1% | -17.4% | +24.5% | +9.9% |
| 1Y | +43.6% | -1.6% | +45.2% | +43.1% |
| 3Y | +146.8% | -22.6% | +169.4% | +146.7% |
| All | +146.8% | -23.3% | +170.1% | +146.7% |
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