+2,327.9%
NDAQ vs COO
+1,107.5%
+1,220.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | +2.5% | -7.0% | +9.5% | +4.9% |
| 3M | +9.9% | +12.2% | -2.3% | +5.4% |
| 6M | +9.4% | -15.1% | +24.5% | +15.0% |
| YTD | +0.4% | -15.1% | +15.5% | +5.5% |
| 1Y | +4.0% | +2.3% | +1.7% | +2.2% |
| 3Y | +94.4% | -23.7% | +118.1% | +105.4% |
| 5Y | +56.7% | -38.9% | +95.6% | +75.9% |
| 10Y | +375.3% | +49.9% | +325.4% | +284.1% |
| All | +2,327.9% | +1,107.5% | +1,220.4% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling