+126.0%
FDS vs COO
+38.3%
+87.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -2.0% | +4.5% | -6.5% | -3.7% |
| 30D | +13.5% | +16.9% | -3.4% | +7.0% |
| 3M | +15.2% | -16.7% | +31.9% | +23.0% |
| 6M | +47.0% | +5.9% | +41.1% | +43.1% |
| YTD | +13.9% | -22.4% | +36.3% | +24.5% |
| 1Y | +25.2% | -10.1% | +35.3% | +29.3% |
| 3Y | -25.3% | -22.8% | -2.6% | -21.6% |
| 5Y | -23.3% | -41.4% | +18.1% | -11.1% |
| 10Y | +126.0% | +41.3% | +84.8% | +87.4% |
| All | +126.0% | +38.3% | +87.7% | +87.4% |
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