-16.8%
FDS vs COO
+4.1%
-20.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -1.9% | -2.2% | +0.3% | -1.2% |
| 30D | +9.0% | -7.0% | +16.0% | +11.7% |
| 3M | +18.9% | +12.2% | +6.6% | +15.9% |
| 6M | +35.1% | -15.1% | +50.2% | +44.5% |
| YTD | +5.5% | -15.1% | +20.6% | +12.8% |
| 1Y | -16.8% | +2.3% | -19.1% | -11.6% |
| All | -16.8% | +4.1% | -20.9% | -11.6% |
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