+9,545.4%
FDS vs COO
+4,253.3%
+5,292.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.2% |
| 7D | -0.5% | +4.7% | -5.2% | -1.7% |
| 30D | +20.2% | +13.9% | +6.3% | +16.3% |
| 3M | +19.9% | -14.9% | +34.8% | +24.7% |
| 6M | +56.2% | +2.0% | +54.1% | +54.9% |
| YTD | +14.6% | -23.9% | +38.5% | +22.2% |
| 1Y | +31.6% | -9.6% | +41.2% | +34.4% |
| 3Y | -23.8% | -25.4% | +1.6% | -20.1% |
| 5Y | -22.6% | -41.2% | +18.6% | -14.7% |
| 10Y | +139.3% | +42.1% | +97.3% | +112.5% |
| All | +9,545.4% | +4,253.3% | +5,292.1% | +4,040.4% |
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