+4.1%
FLR vs COO
+40.1%
-35.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | +10.1% | -2.1% | +12.2% | +11.2% |
| 30D | -0.5% | +13.9% | -14.4% | -6.8% |
| 3M | -4.8% | -18.9% | +14.1% | +3.7% |
| 6M | +10.7% | +3.7% | +7.0% | +4.9% |
| YTD | +25.0% | -24.1% | +49.1% | +39.3% |
| 1Y | +8.3% | -14.2% | +22.5% | +12.7% |
| 3Y | +36.8% | -24.5% | +61.3% | +43.0% |
| 5Y | +121.8% | -40.4% | +162.2% | +157.7% |
| All | +4.1% | +40.1% | -35.9% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling