+10.6%
FLR vs COO
-9.3%
+20.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +5.1% | +4.5% | +0.6% | +5.0% |
| 30D | -0.5% | +16.9% | -17.4% | -1.4% |
| 3M | -3.5% | -16.7% | +13.2% | -1.5% |
| 6M | +16.5% | +5.9% | +10.5% | +11.5% |
| YTD | +27.3% | -22.4% | +49.7% | +37.4% |
| 1Y | +10.6% | -10.1% | +20.7% | +18.6% |
| All | +10.6% | -9.3% | +20.0% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling