+31.6%
FDS vs COO
-7.7%
+39.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +0.3% |
| 7D | +9.4% | +8.4% | +1.0% | +5.6% |
| 30D | +23.8% | +13.5% | +10.3% | +17.2% |
| 3M | +25.1% | -13.8% | +38.9% | +32.4% |
| 6M | +53.8% | +4.7% | +49.1% | +52.5% |
| YTD | +19.6% | -21.4% | +41.0% | +36.4% |
| 1Y | +31.6% | -6.7% | +38.4% | +42.7% |
| All | +31.6% | -7.7% | +39.3% | +42.7% |
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