+129.4%
FDS vs COO
+40.1%
+89.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.6% | -2.1% | -0.5% | -1.8% |
| 30D | +14.1% | +13.9% | +0.1% | +8.6% |
| 3M | +19.8% | -18.9% | +38.7% | +29.2% |
| 6M | +55.0% | +3.7% | +51.2% | +52.0% |
| YTD | +15.9% | -24.1% | +40.0% | +27.7% |
| 1Y | +24.2% | -14.2% | +38.4% | +30.5% |
| 3Y | -24.0% | -24.5% | +0.4% | -19.6% |
| 5Y | -23.3% | -40.4% | +17.1% | -11.8% |
| All | +129.4% | +40.1% | +89.4% | +86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling