-23.8%
FDS vs COO
-25.3%
+1.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | -0.5% | +4.7% | -5.2% | -1.8% |
| 30D | +20.2% | +13.9% | +6.3% | +16.1% |
| 3M | +19.9% | -14.9% | +34.8% | +24.6% |
| 6M | +56.2% | +2.0% | +54.1% | +55.7% |
| YTD | +14.6% | -23.9% | +38.5% | +22.2% |
| 1Y | +31.6% | -9.6% | +41.2% | +35.5% |
| 3Y | -23.8% | -25.4% | +1.6% | -19.9% |
| All | -23.8% | -25.3% | +1.5% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling