+66.2%
NDAQ vs COO
-40.4%
+106.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +18.0% | +14.2% | +3.8% | +13.2% |
| 3M | +11.5% | -18.2% | +29.7% | +18.2% |
| 6M | +21.1% | +5.3% | +15.7% | +18.1% |
| YTD | +12.8% | -23.6% | +36.4% | +21.8% |
| 1Y | +25.7% | -12.7% | +38.4% | +29.8% |
| 3Y | +116.8% | -24.2% | +141.0% | +126.6% |
| All | +66.2% | -40.4% | +106.6% | +86.2% |
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