+62.6%
NDAQ vs COO
-41.6%
+104.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +0.8% | +4.7% | -3.9% | -0.6% |
| 30D | +16.5% | +13.9% | +2.6% | +11.9% |
| 3M | +13.5% | -14.9% | +28.4% | +18.8% |
| 6M | +20.9% | +2.0% | +18.9% | +19.1% |
| YTD | +11.4% | -23.9% | +35.3% | +20.5% |
| 1Y | +25.9% | -9.6% | +35.5% | +28.6% |
| 3Y | +119.9% | -25.4% | +145.3% | +131.2% |
| All | +62.6% | -41.6% | +104.2% | +83.1% |
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 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