+78.3%
FDS vs COO
+43.7%
+34.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.3% |
| 7D | -5.4% | -2.3% | -3.1% | -4.5% |
| 30D | +1.6% | -8.8% | +10.4% | +5.2% |
| 3M | +17.7% | +1.3% | +16.4% | +17.2% |
| 6M | +29.1% | -11.6% | +40.6% | +34.7% |
| YTD | +1.0% | -17.4% | +18.4% | +8.2% |
| 1Y | -21.6% | -1.6% | -20.0% | -21.7% |
| 3Y | -30.1% | -22.6% | -7.5% | -26.3% |
| 5Y | -20.7% | -40.3% | +19.6% | -8.2% |
| 10Y | +78.3% | +45.2% | +33.1% | +45.6% |
| All | +78.3% | +43.7% | +34.6% | +45.6% |
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 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