+25.2%
FDS vs COO
-9.3%
+34.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -2.0% | +4.5% | -6.5% | -3.9% |
| 30D | +13.5% | +16.9% | -3.4% | +6.4% |
| 3M | +15.2% | -16.7% | +31.9% | +23.5% |
| 6M | +47.0% | +5.9% | +41.1% | +45.3% |
| YTD | +13.9% | -22.4% | +36.3% | +30.2% |
| 1Y | +25.2% | -10.1% | +35.3% | +36.1% |
| All | +25.2% | -9.3% | +34.5% | +36.1% |
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