-35.2%
SPXU vs COO
-20.3%
-14.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.6% |
| 7D | +2.5% | -22.5% | +25.0% | -4.6% |
| 30D | +4.2% | -29.7% | +33.9% | -5.9% |
| 3M | -9.3% | -20.1% | +10.9% | -14.2% |
| 6M | -30.7% | -26.9% | -3.8% | -38.6% |
| YTD | -28.1% | -34.2% | +6.1% | -39.1% |
| 1Y | -35.2% | -21.3% | -14.0% | -41.0% |
| All | -35.2% | -20.3% | -14.9% | -41.0% |
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