-100.0%
SPXU vs COO
+954.4%
-1,054.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | -0.2% |
| 7D | -0.1% | -2.2% | +2.1% | -2.2% |
| 30D | +0.8% | -7.0% | +7.8% | -6.1% |
| 3M | -4.7% | +12.2% | -16.9% | +6.8% |
| 6M | -29.6% | -15.1% | -14.5% | -39.9% |
| YTD | -29.9% | -15.1% | -14.8% | -39.8% |
| 1Y | -39.1% | +2.3% | -41.4% | -36.0% |
| 3Y | -80.0% | -23.7% | -56.3% | -82.5% |
| 5Y | -86.0% | -38.9% | -47.1% | -87.6% |
| 10Y | -99.5% | +49.9% | -149.5% | -98.4% |
| All | -100.0% | +954.4% | -1,054.4% | -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