+8,782.6%
FDS vs COO
+4,758.0%
+4,024.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | +9.0% | -7.0% | +16.0% | +11.0% |
| 3M | +18.9% | +12.2% | +6.6% | +15.4% |
| 6M | +35.1% | -15.1% | +50.2% | +40.4% |
| YTD | +5.5% | -15.1% | +20.6% | +9.7% |
| 1Y | -16.8% | +2.3% | -19.1% | -17.7% |
| 3Y | -28.1% | -23.7% | -4.4% | -24.9% |
| 5Y | -17.4% | -38.9% | +21.5% | -9.9% |
| 10Y | +85.4% | +49.9% | +35.5% | +62.3% |
| All | +8,782.6% | +4,758.0% | +4,024.6% | +3,614.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling