+20.2%
FLR vs COO
+36.7%
-16.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.2% | +3.1% | -0.2% |
| 7D | -3.1% | -9.0% | +5.8% | +1.2% |
| 30D | +4.9% | -16.8% | +21.8% | +14.3% |
| 3M | +10.8% | -7.5% | +18.3% | +13.6% |
| 6M | +19.7% | -16.3% | +35.9% | +28.5% |
| YTD | +38.4% | -22.5% | +60.9% | +54.5% |
| 1Y | +34.7% | -7.0% | +41.7% | +35.8% |
| 3Y | +56.7% | -27.5% | +84.1% | +70.0% |
| 5Y | +241.6% | -43.3% | +284.9% | +318.2% |
| 10Y | +20.2% | +37.6% | -17.4% | +9.2% |
| All | +20.2% | +36.7% | -16.5% | +9.2% |
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