+56.2%
FDS vs COO
+1.4%
+54.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +14.0% |
| 3M | +19.9% | -14.9% | +34.8% | +27.6% |
| 6M | +56.2% | +2.0% | +54.1% | +67.5% |
| All | +56.2% | +1.4% | +54.8% | +67.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling