+447.4%
FLR vs COO
+1,645.6%
-1,198.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.8% |
| 7D | +5.4% | -2.2% | +7.6% | +6.3% |
| 30D | +11.4% | -7.0% | +18.4% | +14.3% |
| 3M | +11.4% | +12.2% | -0.8% | +5.2% |
| 6M | +16.6% | -15.1% | +31.7% | +22.9% |
| YTD | +41.7% | -15.1% | +56.8% | +49.3% |
| 1Y | +35.4% | +2.3% | +33.1% | +31.8% |
| 3Y | +57.3% | -23.7% | +81.0% | +66.1% |
| 5Y | +241.0% | -38.9% | +279.9% | +284.3% |
| 10Y | +16.6% | +49.9% | -33.3% | -6.0% |
| All | +447.4% | +1,645.6% | -1,198.2% | +95.3% |
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