-100.0%
SPXU vs COO
+853.5%
-953.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -4.9% |
| 7D | +1.5% | -2.3% | +3.9% | -0.4% |
| 30D | +6.4% | +13.3% | -6.9% | +20.5% |
| 3M | +4.2% | -18.1% | +22.3% | -14.0% |
| 6M | -7.8% | +6.7% | -14.5% | -1.0% |
| YTD | -27.5% | -23.2% | -4.3% | -43.4% |
| 1Y | -27.1% | -12.3% | -14.9% | -34.4% |
| 3Y | -80.8% | -23.6% | -57.3% | -83.0% |
| 5Y | -84.1% | -38.7% | -45.4% | -85.7% |
| 10Y | -99.5% | +42.2% | -141.7% | -98.5% |
| All | -100.0% | +853.5% | -953.5% | -99.8% |
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