+130.0%
FDS vs COO
+40.7%
+89.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.3% |
| 7D | -5.0% | +4.3% | -9.2% | -6.5% |
| 30D | +13.8% | +17.6% | -3.8% | +7.0% |
| 3M | +14.8% | -13.9% | +28.7% | +21.0% |
| 6M | +47.4% | +6.6% | +40.8% | +43.1% |
| YTD | +14.2% | -22.0% | +36.1% | +24.5% |
| 1Y | +26.6% | -8.8% | +35.4% | +30.1% |
| 3Y | -24.4% | -21.5% | -2.9% | -21.2% |
| 5Y | -22.6% | -41.0% | +18.4% | -10.6% |
| 10Y | +130.0% | +40.9% | +89.1% | +91.6% |
| All | +130.0% | +40.7% | +89.3% | +91.6% |
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