+1.3%
NDAQ vs COO
-2.5%
+3.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.2% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | +0.5% | -8.8% | +9.3% | +2.8% |
| 3M | +9.9% | +1.3% | +8.6% | +9.7% |
| 6M | +8.2% | -11.6% | +19.8% | +11.8% |
| YTD | -1.5% | -17.4% | +15.9% | +3.4% |
| 1Y | +1.3% | -1.6% | +2.9% | +5.1% |
| All | +1.3% | -2.5% | +3.8% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling