+31.6%
FDS vs COO
-9.4%
+41.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -2.9% |
| 7D | -0.5% | +4.7% | -5.2% | -2.5% |
| 30D | +20.2% | +13.9% | +6.3% | +13.8% |
| 3M | +19.9% | -14.9% | +34.8% | +27.8% |
| 6M | +56.2% | +2.0% | +54.1% | +56.7% |
| YTD | +14.6% | -23.9% | +38.5% | +32.7% |
| 1Y | +31.6% | -9.6% | +41.2% | +43.5% |
| All | +31.6% | -9.4% | +41.0% | +43.5% |
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