-30.6%
SPXU vs COO
-7.7%
-22.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.9% | -10.8% | -3.5% |
| 7D | +2.2% | +8.4% | -6.3% | +4.1% |
| 30D | +3.8% | +13.5% | -9.7% | +6.9% |
| 3M | +3.3% | -13.8% | +17.0% | -2.1% |
| 6M | -16.7% | +4.7% | -21.4% | -14.7% |
| YTD | -28.6% | -21.4% | -7.2% | -39.1% |
| 1Y | -30.6% | -6.7% | -23.8% | -33.4% |
| All | -30.6% | -7.7% | -22.9% | -33.4% |
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