+123.4%
GOOGL vs COO
-23.3%
+146.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | +3.3% | +4.3% | -1.0% | +2.7% |
| 30D | -18.1% | +17.6% | -35.6% | -20.0% |
| 3M | -18.6% | -13.9% | -4.7% | -16.7% |
| 6M | -28.0% | +6.6% | -34.6% | -29.0% |
| YTD | -7.8% | -22.0% | +14.2% | -4.7% |
| 1Y | +3.6% | -8.8% | +12.4% | +4.6% |
| 3Y | +123.4% | -21.5% | +144.8% | +122.0% |
| All | +123.4% | -23.3% | +146.7% | +122.0% |
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