+8.3%
FLR vs COO
-13.9%
+22.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | +10.1% | -2.1% | +12.2% | +10.2% |
| 30D | -0.5% | +13.9% | -14.4% | -1.2% |
| 3M | -4.8% | -18.9% | +14.1% | -2.7% |
| 6M | +10.7% | +3.7% | +7.0% | +6.0% |
| YTD | +25.0% | -24.1% | +49.1% | +35.2% |
| 1Y | +8.3% | -14.2% | +22.5% | +16.0% |
| All | +8.3% | -13.9% | +22.2% | +16.0% |
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